If you play as France a huge Denmark is quit handy, because you can use it to gain the upper hand at sea against England.
Kalmar Union never breaks
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You missed the right time to deal with mega Denmark. You have to hit Denmark utterly right after they integrated Norway/Sweden. All the buildings are gone so total strength is much below than Denmark + Norway + Sweden in unions. And 20k manpower from Norway/Sweden base is gone too. Bring all enemies of Denmark and steal two provinces of Norway/Sweden core. Then feed Norway/Sweden.
For some countries it´s better than Denmark inherits stuff. Denmark is pathetic on the ground. Sweden is not. So what would you rahter fight as Russia, Sweden or Denmark?
France on the other hand indeed benefits immensely from a unified Scandinavia - if it´s their ally, that is, because if they ally with UK, forget about doing anything on the sea.
France on the other hand indeed benefits immensely from a unified Scandinavia - if it´s their ally, that is, because if they ally with UK, forget about doing anything on the sea.
In my Ottoman game Denmark also got a union with Muscovy after Muscovy had annexed Novgorod and Denmark had integrated sweden and norway. Luckily Muuscowy couldn't roflstomp hordes to get really strong and so my westernized ottoman armies could beat them alone with numbers and strength 
They could only field like 200000 regiments vs my 350000 and with ideas and positive piety it gets easy
They could only field like 200000 regiments vs my 350000 and with ideas and positive piety it gets easy
The problem in my case was, that Muscovy got the "subjugate Novgorod" Mission on day one. So I was fully occupied by "not getting eaten by Muscovy" for the first 50 Years. And as Novgorod you have not much friends in the world in the beginning, because of the "distance between borders" modifier. So getting allies is not that easy.