I heard that some Danes are proud of having the largest country in Europe. Selling Greenland would certainly change that. But as I am not a Dane myself, take it with a grain of salt (and it might not be true either, depending on how you measure other countries e.g. Russia).
I’m sorry to be the classic HN “but wait” guy, but wait: technically isn’t Greenland in America? The tectonic plate separating North America from Europe goes right through Iceland (the only place the Mid-Atlantic ridge is above water), making Iceland a “country on two continents”. If a European country can count off-continent lands in its “biggest country” argument, don’t all overseas territories get that considerati…
However if you're talking geopolitically, not geological, then Iceland is usually included in Europe, and Greenland in north America, yep.