You say that as though being Danish has something to do with being Christian. It has not. We are Norse, us Danes, to say anything else would be to <Insert censored> on your heritage.
I don't really understand your grief here. It would sort of be the same to exclude an Italian civilization due to the fact that they were Romans earlier on. We might have a past as Norse / Vikings, but Denmark as a country is a whole other deal. Perhaps you misunderstood when I said Christians, I didn't mean as in the religion, but as in the name Christian. You know like Christian I through Christian X.
Apart from that, Denmark has been a Christian nation since Harald Bluetooth ca. 920-985. So yes, being danish has something to do with being christian, at least from a historical viewpoint.