Its interesting. Just looked up a better explanation of what the billing address implies.
"A billing address is the address where you are receiving the statements for your credit card. For your order to be approved when shopping online the billing address has to match this address since it is the registered address on the card.
In the USA, many online merchants require a US billing address. They do this to protect themselves against credit card fraud. The AVS (address verification software) credit card processors use helps them detect when credit card data is submitted incorrectly.
According to that statement I wouldn't know how this would have ever gone through anyways bc for anyone that is listing Denmark as country, that will never match the CC info. UNLESS it doesn't look at a match in country but rather in address you provide (such as matching zip code and street only).
Merchants an elect to let transactions go through even with just a partial AVS match or with no AVS match at all.
A merchant can even charge a card without CVV.
Of course that makes the merchant more liable for fraudulent transactions, but that's their own choice.
All that doesn't make it not lying when you say your billing address is in Denmark, regardless of whether UA let the charge go through.