Wow, it is a cluster of Royal residences and official banquet halls and such.
I quite like the close proximity to the street and public areas.
There seems to be easy access by the public to some courtyards and museums.
The Danish people must not really be sticky beaks as I don't see many photographs of the Danish Royal Family in and around their homes. Maybe the Danish media are banned from taking photos from the air.
I can fully see why a house in the country would be a joy, and almost a necessity, if one wanted to learn to ride a horse, take long bike rides, swim or run in privacy.