As far as I'm aware, the ship still also have to go through the strait between Sweden/Denmark (or through pure Danish territory) to reach the Atlantic ocean, so there are plenty of waters ahead where these governments very well could do more if economic waters it's not enough.

So that probably also helps with not wanting to just escape. Where it's now it can at least escape through international water all the way to Russia if it wants to.

To me it feels like it's stuck between a hard rock and a stone...