This would be correct if Covid was very widespread in Denmark, most of the at-risk >65 population wasn't vaccinated already and there weren't alternatives available very shortly. But none of these are true, so the overall ethical decision becomes more complicated than that.

It's fallacious to describe this as an instance of the trolley problem, as there's also the public's trust in vaccines to consider. You'll see that the rest of Europe have arrived at a different conclusion, largely due to the fact that Covid is much more widespread there.