We had the capability to capture Iraq and Afghanistan too. Occupying a territory is the actual hard point. For one, Greenland is in the middle of nowhere compared to everywhere else the US has to keep eyes on, whereas its in the back yard of Canada and the UK.

More importantly though, its an incredibly cold and unhospitable place thats inhabited by 50k people whose little kids have more arctic survival skills than US special forces and who really, really don't want us there. Unlike Afghanistan, you can't patrol the skies nonstop with drones either due to the cold.

Basically, this isn't a choice between owning Greenland or keeping all our allies. Its a choice between keeping all our allies vs getting bogged down into the ultimate guerilla war and suddenly having nothing but hostile neighbors to the north.