Other than USA at the moment, who exactly should Greenland be afraid of? If for whatever reason Russia would invade Greenland, then Denmark will invoke article 5. Even if US ignores that, the rest of Europe would fight Russia on Greenland, which in turn would spill over to Europe, and WW3 is a thing.

When the US argues that Greenland is defenseless without them, it's the same as the mafia telling a shop owner that he's defenseless without their protection - when in reality it is the mob who's the threat.

Furthermore it doesn't mater if some Greenlanders want to join the US, it is a democracy. The majority would want it. And by any measure right now, the majority do not want it.