If a person or an athlete can be related to/with Denmark, that person is basically Danish. Greenland is part of the Danish Kingdom, but Slettemark got her skiing-education in Norway, which is a big reason that she can actually become a decent biathlete in the future.
Sidenote, up to the Oscars this year, the Danish medias had to mention every time that we sort of had a Danish actor nominated for Best Actor for his role in Green Book. Viggo Mortensen is born in USA. His father is Danish, but he only lived in Denmark for a short while. He has lived longer in Argentina, but I don't think Argentina claims he is Argentine.