Denmark messed up.
Denmark hit on Crimea. In my mind, Crimea and his sister look Identical, and they both hate it. Particularly brother Crimea, who occasionally gets hit on by guys. He tends to lash out at people who do, and Denmark was the last straw.
Even if Crimea was more masculine, he'd still be this upset, because moving in with Russia (and his opinions) has been hard on him.