Should we mind that entirely made up tax rate?
The Danish income tax is just around the EU average. E.g. in 2013, the average single Dane paid an effective income tax of 38%, compared to 31% in the US, 49% in Germany or 56% in Belgium. (Source: OECD)
(Many people in the above mentioned countries will react with disbelief when they see these numbers, but then, it really shouldn't surprise anyone that OECD understands the tax systems of the respective countries better than most citizens.)
Incidentally, that Belgian average tax rate of 56% is the same as the Danish marginal (and thus also maximum) rate.
Maybe you're thinking of the OECD "tax burden" (total tax revenue, including VAT and fees, as a percentage of GDP), which is sometimes brought up by politicians campaigning on tax cuts? But even that is only 46%, and while it is indeed (barely) the highest in OECD, it's also a largely meaningless number, as revenue-neutral changes to the tax system can have significant impact on it. (E.g. in Denmark, people pay taxes on welfare checks. If instead we did like most countries and just paid out equivalent tax-free – but smaller – checks, the OECD tax burden would drop an estimated 4% points, and six OECD countries would suddenly be ahead of us.)