Jury trials are a protection against a system of corrupt judges, and against systems which otherwise inherently favor the government. In the USA, there is a flaw in that protection, because decisions can be appealed until a court without jury trails is reached.
You can do pretty much the same here in Denmark. However, the supreme court (the court without a jury) is not allowed to decide on the question of guilt. That means you can never be found guilty by the supreme court if you were acquitted by a jury in the court below.