Unlike Scotland, Greenland is not part of the EU. The correct way to think of it is not as a part of Denmark but as a separate country under the same queen. Similar to the Dutch Caribbean territories or the British Channel islands.
EU territories are unot quite complicated often by design as most of the non EC/EU ones are effectively institutionalized and purposeful legal loopholes.
Greenland isn’t one of those cases really it was just financially non viable for them to be a part of the EC.
https://en.m.wikipedia.org/wiki/Special_member_state_territo...