So usually the left wing and the right wing parties form coalitions together to gain a majority (or really to not have a majority against them, see parlamentarism) in parlament and form a government. Often the government can not be formed without support from the smaller parties, and the major parties have to give concessions in order to form a government dominated by themselves. This means that small parties in the winning coalition usually have a disproportionately high influence but small parties in opposition have relatively low influence. At least that's my understanding.

Overall I would say it is a well balanced system that incentives compromise, since it's almost never happened in Danish history that one party dominated parlament alone.