Yes, those are mascots from a real Danish theme park. The infamous BonBon Land. Here's a link to a YouTube video https://www.youtube.com/watch?v=xFrz7i-BneU
The park has many many mascots, but it's these more sexual ones that make the biggest impact on tourists. I went there several times as a kid (the park is mostly for children) and I remember not really thinking about the raunchy animals.