Several years ago a Dane went on Danish TV explaining how lucrative online casinos could be. That motivated many of his countrymen to exploit this source of income.
I don't think the Danish people as a group are more dishonest than any other group.
The General's comments likely arise from the sensitivity of casinos/books to bonus abuse.
A guy who posts up for a 20% bonus rolls over 5X and withdraws all his account is NOT abusing a bonus. He is merely following the formula that the book applies.
I've never heard of a pizza joint excluding patrons who always buy their pizza using discount coupons.