>>/726441/
He does not say that in that video. And I don't just mean the translation is off.
Essentially: the US is maintaining a client empire which they started to build back in 1898 as they defeated Spain and acquired some overseas territories.
In a patron-client relation the patron (the US) gets comprehensive information from the client about the client itself. Essentially they allow US officials to gather intelligence about the goings of the country, how the economy is doing, what is the political situation, what policies the government want to take, etc. AND the patron based on the information gathered gives suggestions to the regime what to do how to conduct their business.
So in this case they try to tell the govt. of Denmark what to do, what Washington expects them to do.
For the client it is not mandatory to obey, afterall these are just suggestions. But Washington can decide to put pressure on the client to bend them to their will.
Vance accusing Denmark not being a good ally, means they are not satisfied that Denmark doesn't jump when they say so. They aren't a good loyal dog. So Vance with this rhetoric applies pressure on Denmark in the hope they'll do what they want them to do. Whatever that is.