He probably didn't pay much attention in his classes then. I learned about it through my history class back when I was 12. The problem I see though is not danes who don't know it, but the quite few swedes who tend to exaggerate the Bloodbath. I've come across swedes coming up with ridiculous numbers such as 10,000 people who were massacred... where it actually just were about 100 swedish nobles that were killed in under a week's time to cull the swedish nationalists (which failed as this just strenghtened them).
10 000?

Now this I never heard. They did kill of most of the high nobility at the time. This was a great aid to the following Swedish king who probably wouldn't have been able to rule with such an ironfist had they still been alive
And this Dane was interested in both the era and history in general so I think he would've noticed if it came up (I suppose individual teachers make a lot of difference though, I remember my younger sister got to study napoleon thrice during her schooling and not the 200 years before him a single time).
I was in no way commenting on the righteousness of either the bloodbath or the occupation policies in Skåne however. I'm from that region myself after all (though from my own studies of history at the uni here it would seem both are often a bit exaggerated). I would note that the assimilation did work very well as I've never met anyone growing up in Skåne in favour of belonging to denmark (though a few seems to be in favour of independence).