The tax exemptions definitely help at least getting people to move in the first place and they were a big part in my decision (I'm on the Forskerskatteordningen)
It's hard to put a value on a high trust high quality of life society without living in it first
It's important that Denmark continues to attract high quality employers (such as in tech, big tech companies with American levels of pay).
I think our work ethic here seems to help with that too (Danes seem to be 100% switched on all the time at work but will not touch it once the day is over). At least the impression I get, which is of course subjective and just my experience, is that US company owners consider us more or at least as productive as folks on the west coast.