I'm going to be that guy who answers what is likely to be a rhetorical question in a literal fashion:

In Denmark a Danish is called "wienerbrød" which translates to "Viennese bread." Apparently the "Danish" is of Viennese (Austrian) origin.

The Danes changed the Austrian recipe by adding more egg/fat which is what created the Danish that we now know and love.

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The more you know....