Cannot speak for the US, but in Europe immigration is connected to crime increase in general. The Ukraine refugees are one of few statistical exceptions.
And no, I'm not saying that Danes are racist.
Saying what he said about London is, at the very least, a fascinating example of failure to stay in his lane. In fact, if one were of the mindset to be denigrating immigrants, one could, perhaps, raise questions around what business a Dane has telling Brits which members of their former colonies do and do not count as British or, indeed, what it means to be British.
As a Norwegian I respect Denmark for putting its people first.