Yes, having a small rather homogeneous country helps the Danes with this but they also teach empathy and cooperation in schools. They teach children to compete against themselves rather than their peers. That's very, very different from what most other Western democracies are like and you are again conflating dominance hierarchies with other kinds or hierarchies. Having a CEO or a criminal justice system is no indication of having a dominance hierarchy.
Quoted below from my story on different sort of hierarchies:
"One of the ways to distinguish a hierarchy of actualization from a dominance hierarchy is that rather than being based in power over, it is based in power to or power with. Increasingly, businesses are embracing this model for the same reason that the Navy Seals do — it’s a lot more agile to let the people closest to the work make most of the relevant decisions.
Not everyone has the same level of authority, but those with more use that power to make sure that the people in their charge have what they need to fulfill the mission. They are the coordinators, the facilitators, the monitors who make sure that things are on task and they do that by engaging with their team, not by managing from above.
“In some of the most successful start-ups and even large organizations that have evolved, you can visibly see greater levels of delegation and decision making at all levels. Leaders focus on guiding and communicating the vision, leading large client projects and finding new ways to develop their staff. Managers are taking on more leadership responsibilities and pass increasing amounts of responsibility to junior employees.” Forbes