I was going to “well actually” you and point out that she’s probably not an Australian citizen any more (and then add that that will not stop us from knowing that she’s Australian, just like Phar Lap, Russell Crowe, and Crowded House are), but then I did that thing which ruins all jokes. I checked.
The law which grants her Danish citizenship just says “§ 1. Der meddeles dansk indfødsret til: Mary Elizabeth Donaldson, født i Australien.” (“Danish Citizenship is granted to: Mary Elizabeth Donaldson, born in Australia.”)
There’s nothing there about her having to renounce any existing citizenships, and apparently she was already a dual citizen of Australia and the UK.
So as far as I can see, you are absolutely correct.
