Personally this feels like a contradiction.

They can be arrested or just refused entry if they are known to be connected to extremist groups. They should be screened as any other person traveling to Denmark..... bad domestic actors use it as a means to push some other (anti freedom) agenda.

State surveillance measures taken after 9/11 is part of the anti-freedom agenda to me. To effectively screen or establish connection to an extremist groups requires enhanced surveillance for effectiveness and arresting anyone with even a distant connection seems dubious (what type of connection, family, friends, being tricked into going to one meeting, etc). The people defining what an "extremist group" is can also be nefarious if bad actors are in play (think of the anti-communism/socialism scare that is portrayed in the recent Oppenheimer flick).