1. I do not want to sell my apartment in Malmö and am not allowed to sublet it again (Swedish rules)
2. It is almost impossible to find an apartment in Copenhagen and you pay the double for it
3. My salary is way better in Swedish crowns
4. I would leave most of my social life and my family behind
5. I can do pretty generous tax withdrawl because I commute
6. The standard of the apartments are worse than here
7. If I'd move to another country once again I would not choose Copenhagen
There is much that I like in Denmark, but even if Copenhagen is only a short train ride away, there are quite a lot of differences between the two Scandinavian countries. Just like during my years in France, there are things that I like more and other things that I like less. The difference is that I don't feel like I can relate to the Danish culture the same way as I did - and still do - with the French.
However, I like being close to Copenhagen and still get that vibrant and big city life on the other side of the bridge. It's the best of two worlds, and you know by now that I like it that way.