I was wrong about Denmark. I did some research last year and apparently what I found was wrong.

But the US has Tax treaties, the FEIE, and the Foreign Tax Credit programs for expats to avoid paying US tax when overseas. But you still need to file with the US.

See here:

https://www.hrblock.com/expat-tax-preparation/resource-center/filing/20-things-americans-overseas-should-know-about-taxes-for-expats/