We do after years of having pretty much open borders, now have some somewhat strict immigration laws but Denmark are in need of high educated people, so if your coming to work and not to live off our social welfare, then its not so difficult.
Somewhat strict? You'll have a hard time finding stricter and less flexible immigration laws anywhere in the world. The laws concerning residency permits for spouses are also completely absurd. The tilhoersforhold requirement means that anyone who hasn't most recently been living in Denmark continuously for a period of 3 or more years is unable to bring their foreign spouse to their home country, even if they are able to support them financially. Hello, McFly--if you have a foreign spouse you probably haven't been living in Denmark most recently! (There are some exceptions to the tilhoersforhold but they are fairly arbitrary and stupid.)
And it isn't just the legislation. There's a kind of small-town mentality in Denmark where people look down on any foreigners who don't bother to learn deeply about their language and culture, even if you are a professional who is contributing to the welfare system by paying taxes. This was somewhat visible to me while I was still living in Denmark but is clear as daylight now that I have been outside of the country for several years. Danes outwardly pride themselves on their tolerance and understanding of other cultures but for most people it is just a thin facade. It's a sad state of affairs and it's holding Denmark back.