You are right that it might be a particular problem from Denmark but I also see it is common to share the positiveness of EU across all States (like saying assuming quality health care is universal across EU) but single out negativities when convenient.

The use case pointed with Mississippi is one of those absurd edge cases. It would be more suitable to say you don't generalize the USA as a country full of pick trucks or people carrying concealed guns, even if that might be more common in some states and illegal/uncommon in others.