Purchasing F35s is paying tribute to the empire so it doesn't come down on you harder with tariffs and compliance burdens. It's not meant to actually be useful.
If it does, the new president/ruling party will probably look favorably on those who respected the crown even when they hated the guy who wore it. Because that's how the normal is.
If the U.S really takes more steps towards taking Greenland and works against NATO ally, then it might be very complicated situation for both Denmark and Finland, and the whole alliance. But until then Finland at least is stuck with the U.S.