1) the balancing is rather easy technically as there is a lot of hydro in the Nordpool. Denmark selling power at low prices and buying it a higher prices from Norway or Sweden does not negate the benefits of wind, it's just a question of who gets that benefit. Thereality is that wind brings down prices, on average (via the merit order effect), with an overall benefit to consumers (ans a loss to traditional power generators) which is larger than the cost of the feed-in tariff for wind.

So, irrespective of the cost to Danish generators (and you should be happy about coal-plants oweners losing money, right?); it's a positive to Danish consumers and taxpayers.

3) that's an argument not to do anything.

In the long run, we're all dead. John Maynard Keynes