Well for one thing, the population of Denmark is 89.6% Danish. Finland is effectively ethnically homogeneous as well.
Homogeneity breeds better understanding and better community outcomes. Less fear of the other, more ability to emphasize with your neighbor who happened to get in trouble.
In other words, nothing like the United States. Make no mistake, immigration and diversity have good effects, but it has some pretty breathtaking challenges as well.
Other countries have ethnically diverse populations and yet have fewer problems that the USA. Their northern neighbor Canada comes to mind as an example.