You are making a strong argument for Denmark, although arguably its commitment to social democracy was stronger in the mid-20th century than it is today. Then Martin Luther King extolled Scandinavia as the kind of society that would fulfil his dream. Like other parts of Europe, although not as much as the UK, Denmark has felt the trend towards neo-liberalism where the market is seen as a better regulator than the state. The Danish economy needs to preserve its high productivity and sometimes worries about the impact of migration on social cohesion. In short, the grass is greener in Denmark but not as emphatically so as it was in the 1960s.