The immigration argument is about EU citizens which the Danish system can do nothing to stop/slow, and stopping the 'free-flow' of EU citizens is most Brexiters biggest desire from the campaign. The economic studies are definitely in Remain's favour, but economics as a field is very 'woolly', often wrong and more importantly does not resonate with a large populace who have seen living standards broadly stagnate since the last prolonged recession.
There are arguments for and against - the Remain camp don't have a satisfactory answer to people who are genuinely concerned over immigration or (albeit discretely) do not like immigration in their surrounding, and the Leave campaign have the consensus on the economic side due to uncertainty over post-Brexit state and agreements.