Smoking in Denmark has a weird history... Although Denmark is essentially non-religious, it has Lutheran Christianity as its "official" religion... meaning that unless you declare otherwise, you're recorded by the census as "Lutheran," and you're technically considered baptized in the Lutheran church. From that it follows that most young people are "confirmed" between ages 13-15, generally.
OK, so confirmation is considered a sort of rite-of-passage between childhood and youth, and going back to the early 1800's, a typical confirmation gift was a pipe and tobacco, to mark the coming of age. Smoking was simply ingrained in the culture from childhood.
According to the Danish Cancer Society, as late as the mid-1950's 78%(!) of men and about 45% of women smoked daily. When I was a kid (mid 1960's-70's) it was not unusual for our teachers to smoke in class. My pediatrician even smoked during appointments!
It was unusual that I grew up in a non-smoking household. It was also unusual that we grew our own food, and our meat/dairy came either from my auntie's chickens (eggs/meat) or my uncle's farm (pork and beef) which was hand raised organic before that was even "a thing." We also ate loads of fish (3x a week, similar to Japan); to the best of my knowledge, cancer is all but non-existent in my immediate and extended family.
My guess is that the volume of "processed" food people consume would be a major factor, too.
RE: Danish Words That Have no Translation — And What They Suggest About a Culture