Different environment means riding in a different way shocker.
I was back in CPH last week for a conference, and had a bit of a pootle round on my Brompton. It's still orders of magnitude more pleasant than riding in London.
You just need to relax a bit and accept that the pace is slower. Nørrebrogade f'rinstance has lights that are synchonised for a constant cycling speed of about 20km/h. So there's no point in going any faster than that as you'll just get caught at the lights.
cycle everywhere at 40km/h . like i do