That's one issue of many. You vote for the party which maches your ideas and opinions on many issues, not only one.

The other interesting thing about Denmark is that most parties are similar on immigration. Across the pond it's likened to a Social Democracy, but it's also a high-trust society with low crime rates.

That hasn't always been the case though, has it?

Which part? The country is over 80% ethnic Danish, so I imagine some aspect of that has been consistent a long time.

I mean, what is now the new Danish immigration policy was considered racist by every mainstream party until a fee years ago, wasn't it?

Irrelevant. In this country, there is large ideological span. And allowing new parties a chance to succeed allows old, co-opted ones to die.