Denmark getting it's butt kicked by Sweden has been a problem ever since the first release of EU1 (yes, I played that long). Paradox have ignored this every time is has come up, and they will again.
There has always been sort of a rivalry between Denmark and Sweden (it is actually an important rivalry to some people of these nations), and I think it is probably quite official by now, that Paradox likes this rivalry and sees it as a bit of a fun sport to ensure Sweden stays strong and Denmark weak.
Yes, I am from Denmark, but I am OK with it. Humans are human.
(That being said, some more balance would definitely be appreciated, I am just certain it won't happen).