As posted elsewhere, the Danish government has almost no financial stake in Vestas.
If they did want to make Vestas their champion, they could make Ørsted, a global leader in offshore wind in which the government has a majority stake, buy Vestas turbines. As it is, Ørsted has historically only bought from Siemens and GE.
In reality, Vestas is based and rooted in Jutland “far” from the capitol.