Can't really put a finger on why, but I find the first one to be rather creepy...
I think maybe it's attributed to the photograph conventions of the time (of not smiling a lot; or it seems to me as though it's one of the unspoken convention of the era, because most pictures from that time period (though not all) feature people actively not smiling).
King Frederik (R) and Queen Ingrid (2L), sitting on the couch with their three pretty little princesses.
(L to R) Benedikte, Margarethe and Anne-Marie curling over the couch.
Princess Margarethe II, taking a picture of the guards out front of the palace.
Princess Benedikte, using the telephone to call her father in another room.
Princess Anne Marie, pushing a baby carriage.
Queen Ingrid, reading to her three lovely daughters.
Photos and captions: LIFE photo archive
Location: Copenhagen, Denmark
Date taken: March 1949
Photographer: Mark Kauffman
Princess Margrethe II (3L) looking over the catch of fox, pheasants and rabbits at the Roy Hunting Lodge . (Jaegersborg, Denmark, 1967, C. Bavagnoli)