What imports?
The thing to realise is that Denmark uses Nordpool as a virtual pumped hydro scheme - far and away the largest such in the world - large enough to store many days, possibly even weeks of danish wind output. Sweden and Norway have an enormous amount of hydro power, which is highly dispatchable upon demand -what happens is that high winds in Denmark depresses the nordpool spot price, at which point the hydroelectric dams turn down their turbines as far as is compatible with the health of the rivers they sit on, and water accumulates behind the dams. Sooner or later, the wind speed in Denmark drops (or rises beyond the tolerances of the windmills) price goes back up, and the dams run down the reserve of water they accumulated, selling the power back to Denmark which, due to low winds, is suddenly short of power, and make a tidy profit.
This is a vastly superior solution to what people outside Nordpool do to back up their wind (Ie: Gas) but it is not a good use of this resource - The storage capacity of the scandinavian hydro complex could load balance a nuclear fleet powering a rather nice chunk of northern europe instead of 18 % of danish power supply. At 100% penetration nukes need about a third of their output shifted 12 hours or less.* Wind turbines often need 100% of their output shifted days into the future, so a given amount of storage covers a lot more nuclear capacity than it does wind.

*Or alternatively, a way to dump excess nighttime production. In extremis, resistors will do.