You can use an older version of Danske ID to circumvent this. This is what I do. I would also strongly suggest you 1-star rate the Danske ID with a complaint that the app requires the pin.
Open up Aurora and search for Danske ID. Once you open its store page, click the vertical ellipsis (⋮) menu and choose Manual download. Put in: 1690000023 and you’ll get version 1.6.2. This version does not have the pin requirement. After this, go back to the home screen of Aurora, then click the cog settings button in top right. Choose Blacklist manager, then make sure you check Danske ID. This will ensure you never accidentally update to pin-locked version of it.