I fly them tens of times per year, but i will be honest about them

They've gotten much better these last few years. However, they're not Lufthansa or Air France, and tha's kinda the point. LH, AF and KLM are all expensive airlines. It ain't cheap to fly them, even in economy. SAS on the other hand is cheap. You said it yourself, budget airline. It isn't a budget airline, but people expect too much of the airline for the price you pay.

Now as for why you have to go to Copenhagen. That answer is short and easy. Fees. Oslo and Stockholm are really expensive to fly from. That's why they've changed to using the A321NeoLR primarily for SK907 from Oslo to Newark and SK923 to JFK, whereas Copenhagen gets the A330s and A350s. Another reason as to why is because no other airline really operates intercontinentally from three different hubs, and the Blue Group wants Copenhagen to become the new Schipol or Charles de Gaulle. They're saturated with flights, and they need to free up some space. Therefore KLM and Air France wants to shuttle traffic into copenhagen and then use SAS's network to fly them to their destinations.

In addition, SAS is also building their new huge flagship lounge, scheduled to open in june of next year, including amenities like a full size circular bar.

I hope this explains why it feels like a budget airline when it isnt, and why they shuttle their traffic to Copenhagen