Okay good for you but a weird brag.
One of my main reason not to go to USA is exactly that. I don't want to earn lots of money while my country people have to go to a Sporthall to get their teeth fixed once a year because you need to be special to go to a dentist.
"screw you I got mine"
This year it's 552.500DKK, anything you make ABOVE that, is taxed an additional 15%. So a raise will never leave you with less money. The amount is also adjusted yearly, so next year it normally higher, meaning that you are effectively taxed less.
It is true that if you're only getting 35 - 40% of that raise, because the rest is just taxes, it might be of greater value to you to get more vacation time. Benefits are a little tricky, because they are taxed as well. I believe you could do extra pension, because that's taxed when it's paid out.
Again I see the point if you're offered or able to get some kind of benefits or vacation time instead. That may easily be of greater value to you. That's just not often an option.
Edit: If it helps: A progressive tax is what the US have. India may as well, that I don't know.