My wife is (and owned a business). As far as I'm aware that information is not correct. If I remember correctly in Denmark you have to pay mandatory social security (ATP), industry injuries insurance, a sort of vocational and training fee (AUB it's called I think), another labour market insurance thing with a triple letter name, and there might be another one if you have foreign workers. Denmark may still have lower labor related costs than the rests of Scandinavia and a somewhat more flexible system but it still has some of the highest labor costs in Europe and employers take a good amount of responsibility, and that's a vital part of the system. (and to note we never thought of it negatively).