There may by various reasons for this. Each application is evaluated individually and based on the applicant’s profile, including purpose of visit and intention to return.
The Danish Embassy will decide to grant either a “bona fide” visa, to refuse a visa or to send the visa application to the Danish Immigration Service for further investigation (e.g. verification of Danish reference, family/friend relations, previous stays/overstays in the Schengen area, risk of illegal immigration and more).