I don't know if Denmark is lumped in more with Central Europe by chance and not with Scandinavia? Also, there have been posts on here I've seen that have explained more about what those tests actually show. To some extent it seems, it actually shows basically where people live in the world today that you have the most in common with genetically. Doesn't necessarily show where you came from. Those two things should be pretty darned similar, but maybe not identical.
But, yeah, sounds strange.