A vice tax on fatty foods makes no sense if (1) you are trying to improve the health of the populace, and (2) you know about the health benefits of ketogenic diets[1]. If those are Denmark's goals, then they should instead be taxing sugary foods. Otherwise, I am forced to conclude that Denmark is either (a) dumb, or (b) purposefully decreasing their citizens' health.

[1]http://www.ketogenic-diet-resource.com/