Nikolai seems to be a nice, well mannered young man, and – judging by his interaction with the siblings – a caring and dearly loved big brother. I rather like him.
Now, I’m trying to see a possible family reasoning behind his failed attempt at a military career. The DRF’s super privileges, super wealth, super perks, super security and the ultimate status are all made possible solely by the Danish state (i.e. taxpayers). So, Joachim might have pointed out to his eldest that as a royal, son, you’ve got also some DUTY to your country to fulfil. (Ah, that old-fashioned, long-forgotten word and deed... but that’s another story...)
And so Nikolai had to give it a go. Unsuccessfully. Should he have been pressed further? No way. Would never work, not in this time and age. The tabloids making a bid drama of it? Well that’s what they always do. They need to earn their ‘honest’ penny somehow

But us, well, let’s wait and see what the next move, announcement, rumours etc will bring.

After all, Nikolai is just at the outset of his (full scale) public life...