I wouldn't call this exaggerated. Biking to work in anything below 0°C isn't what I'd call safe or comfortable. The winter tires available for bikes are ok, but cycling outside in a huge winter suit is everything but.
This wouldn't work in Norway. Only 35% of the population live in the larger cities, I know lots of people who have a 60km (~35 miles) commute. Hell, I even know people who get on a plane daily to go to work.
Denmark is also damn flat, at least compared to Norway, which is more "mountainy", like Switzerland.