I agree that Denmark tends to dance to the US's tune but not as spinelessly as you make it sound. If what you're saying was true wouldn't there be US missile on Greenland?
https://en.wikipedia.org/wiki/Project_Iceworm
They didn't do it because it didn't work - the ice moves too much, rather than the Danes complaining about it.
The Thule scandal, about covering up a nuclear armed B-52 crashing in Greenland is fascinating too: https://en.wikipedia.org/wiki/1968_Thule_Air_Base_B-52_crash...
But you're right, no missiles.