The point is (as a US scientist who has lived and worked in another country, although not Denmark), the issue isn't just whether they can but whether they do. In my experience, while English is often the language of science itself in formal settings, people naturally chat among themselves in their native language and if you don't know it, you will be socially isolated, even if they switch to English when talking directly to you.

Go to a typical Nordic community gathering space and speak English.... I'll wait. Are they treating you like a local yet?

For work yes, when forced to do so.

In any other gathering they will obviously prefer their own language. In countries like France, Germany, Italy out is not possible to live a normal life without being at least moderately fluent in the national language.

People of working age, pretty much yes. Elderly people might not.