Yeah here are a few reports on this:
http://www.cracked.com/article_20025_5-world-famous-products...
http://birthmoviesdeath.com/2014/02/06/kiddicraft-the-compan...
They say the plastic blocks WERE patented, but Lego (allegedly) didn't care or perhaps as you mentioned the patent didn't apply in Denmark according to some commenters as well.
As the article notes, Lego has been very aggressive pursuing perceived design violations.
Re:Evolution of the Lego Logo
by swampthinker on Monday July 10, 2017 @09:51PM
(#14741055)
Tyco? Google brings up nothing
Edit: Nevermind, just had to search Tyco Toys
Lego discovered that Page hadn't patented his bricks in Denmark, copied them more or less exactly (though they'd improve the design later), and the rest is history. Page killed himself in 1957, apparently without ever hearing of Lego's success. Lego bought Kiddicraft in 1981 to solidify their legal claim before suing Tyco for copying their bricks.