There's a difference between "posturing" for show and actually "preparing for war".
They're wise to the fact that "the Stable Genius" isn't going to try anything violent with Denmark/Greenland, but they still want to prevent him thinking about just stealing territory "peacefully."
They're wise to the fact that "the Stable Genius" isn't going to try anything violent with Denmark/Greenland, but they still want to prevent him thinking about just stealing territory "peacefully."