UK can keep her nose out of France and indeed will make things easier for both the French and the British this way. Italy is bottled up in the med and Japan can't hit anything the UK can't live without, even if they leapfrog towards Egypt.
All this is ignoring very likely if not outright inevitable UK air supremacy. Just running CAG attacks on adjactend sea zones or ports will be a victory in itself since the idea behind the attack on Copenhagen was ensuring naval supremacy for the Red Fleet in the Baltic.
Maybe if you start a game in 1936, but if they use the 1938 setup (what they do), CAG's simply aren't good enough to win from the German INT's. They get slaughtered.
Not to mention outnumbered. Stay too long and risk a Naval bomber run by Germany without fighter support. Using CAG's in hostile territory to bomb a harbor while Naval bombers are in range from other airfields isn't the smartest thing to do.
Futher more for Russian naval supremacy of the Red Fleet in the Baltic you need CAG's launching from inside the Baltic. Moving as close as possible to Copenhagen wouldn't bring Koningsberg and Danzig in range. Enough space for the Kriegsmarine to still claim the Baltic.