Greenland is the tail that wags Denmark the dog. Denmark is morally right to want to hold onto Greenland. The only reason that Denmark has been able to hold onto Greenland so far is that it is expensive to extract resources from Greenland. When the economics of it changes, it's just a matter of time before Denmark loses Greenland.
Europe is not going to fight with Denmark to hold onto it. If a Scandinavian block of countries emerges, they might. But they probably wouldn't be strong enough anyway. The best time to sell something is when somebody wants to buy it. Denmark should seriously consider this.