So of all the things that might classify a first-world country, you picked a bathtub? Not sanitation, not drinkable water, not reliable electricity... but a bathtub!

Look, some apartments have small bathrooms. For historical reasons, some old apartment buildings even have external bathrooms (or toilets) that are in the hallway/stairway. This is not true about all Copenhagen buildings. But it's true about some, just as it's true that a lot of buildings in London are afflicted with damp, bad plumbing, shoddy wiring and ugly wallpapers.

But I don't think it's fair to dismiss an entire city as being somehow not "civilization" based on the layouts of a minority of its bath facilities.

In fact, it sounds to me like you might just be a bit spoiled. Have you visited any non-first-world countries? Try Ukraine. You will feel like a billionaire.