All of your negative points remind me of Finland. Perhaps all of us Nordic folk suffer from some von Trier-ish ailment, where we focus on what's wrong instead of how good we have it here.
Oddly, from what I can tell, von Trier's native Denmark doesn't seem to suffer from it: it seems to always top lists of people happy with their country's situation, and talking in person to Danes, it is nearly impossible to get anyone to admit that there's anything non-great about Denmark...
Hmm, maybe I get a different view because I'm a foreigner living in Denmark, but the Danes I know seem strangely patriotic! Not necessarily in a nationalist way, but in a way that's sort of civic-minded and non-cynical: proud to be Danish and think that the way things are done in Denmark is generally a good way to do them. Very different than most people I knew in U.S. universities, who were very cynical about the U.S. society/government.
Imposing a nation-wide "fat tax" is definitely something Denmark does wrong. Folks who regularly consume foods high in saturated fats will be penalized -- presumably based off fat-phobic, bunk science.