"Somehow" makes it sound like a strange situation, but it seems quite normal that the EU would care more about its own citizens than a foreign land, even if it is a close neighbor.
My immediate instinct is that the average European has far more to do with an average Ukrainian than the average Greenlander. But that might not be right. I'm just surprised at the psychology here. I'm glad Europeans are veery slowly standing up to the new reality, be it through Greenland or Ukraine or anywhere else.
There are fewer differences between a Dane and a Greenland Inuit than between a MAGA and a Democrat. Maybe you should visit?