> But the real question is why they don't do the same for tax evasion?

Who says they don't?

If I had to guess, I would say the magnitude of the problem is just more complex. The tax system is more complicated and impacts more people.

They did attempt to change the law to give the tax agency more similar powers[1]. Last I checked, it was rejected due to public outcry[2]. I do not expect this to be the last attempt.

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[1] https://kammeradvokaten.dk/nyheder/nyt-lovforslag-kunstig-in...

[2] https://pro.ing.dk/datatech/artikel/efter-massiv-kritik-mini...