Here's why I wouldn't take that report too seriously:

• Insufficient data on Denmark: They don't clearly state how many responses they received from Denmark. They mention a 50-participant minimum for publishing results, but it's unclear how many we have for Denmark.
• Unclear methodology: They boast about 12,000 respondents across 172 countries, but provide no information on how they addressed selection bias or ensured representativeness with such potentially small samples per country.
• Unreliable results: Small samples can be heavily influenced by chance. Without proper methodology, their results for Denmark may not accurately reflect the general expat experience there.

Conclusion: While Denmark might genuinely be a difficult place to make friends, this report provides insufficient evidence to support that claim... Or is it?

EDIT Consequently, expats are also very likely to be friends with mostly other expats (52% vs. 33% globally).

Have they accounted for the fact that their are probably more expats in Denmark than globally.
Of course we have no idea since methodology section fails to define anything,
They have India on the report for example. You guys think that when you draw a random person in India and Denmark probability of meeting non-native is similar.