The Scandinavians were pretty convinced that they were the best human race and that everybody else were below them. Especially in Denmark the scientists were very fond of using measuring tools to determine race and intelligence, which inspired Nazi Germany a lot. The Danes who had intended to use the "science" as a base for their welfare system were horrified when they found out what the Germans were using it for and started to realize just how misguided it was.
Nazi Germany loved Denmark though, and because the Danes didn't have an army worth anything, they used Germany's love a lot during WWII to try and help those the Nazis wanted to kill. That's how you end up with stories about Danes shipping 99% of their Jews to safety in Sweden, and how they made agreements with the Nazis that Danish Jews who were sent to camps go better treatment, more food and weren't killed.
As one Danish Jew in a camp said "We got crates with food, letters from our families, chocolate and candy, but the German guards always stole the cigarettes"