I lived all my life in the Netherlands, moved to Denmark last year. Maybe me speaking Dutch and not Danish is a big factor of the opinion that I hold. This country (Denmark) is extremely hard to integrate to, they do not welcome foreigners and dislike them actively, jobs are scarce and tax levels are insane, prices of living are insane and it's boring in general.
All those living standards statistics don't mean shit, for example the UK (London area) may score shit in safety levels etc. compared to Denmark but I would live there instead of Denmark any day. The worlds happiest people they say, i've been here for nearly a year and they're more depressed than any country with warm weather.