Because A.P Møller-Mærsk used to a point of pride for Denmark. One of our biggest companies and a big international player with influence all over the world, and they supported little ol' Denmark by making use of local labor and expertise, sponsoring public projects and *gasp* paying their taxes. It was a fully-sustainable business approach, and supported hundreds of other Danish companies, not to mention thousands of Danish shipbuilders, often lauded as the very best in the world.
South Korea is definitely not a third-world country, and I am not denigrating the great skills of their shipbuilders at all, it's a tough job for tough people. But it's still outsourcing tasks to the other side of the world, when they could very easily have been solved at home in way that would have been beneficial to both A.P. Møller-Mærsk and Denmark as a whole.