I live in Denmark, so this is being bought with my tax money, and I see no problem with this. I'm sure that most of the money there is legal and was correctly taxed where applicable but it's good that the few who might stealing from the rest of us get potentially brought to justice.
It goes against fruit of the poisonous tree principle[1], what Danish government is doing should be wrong because it tacitly approves future illegal activity.
There is no such thing as invalid evidence in Denmark, merely because it was obtained illegally. You might be on trial if you obtained evidence illegally, but the evidence itself will be usable in a courtroom.
They're not approving illegal activity in Denmark, they're tacitly approving activity that may or may not be legal on a jurisdiction that is outside of the scope of its parent state.
Regardless, that doctrine isn't used in most of Europe; the linked article even points that out: where illegally obtained evidence is usually admissible in court (depending on each state's law) but the gatherer faces charges for that.