Why was Denmark never part of the Holy Roman Empire?

From the Holy Roman Empire's side, well, they did try to take Denmark, directly or indirectly during its history. Otto I certainly tried to do so due to Danish aggression. In 947, pagan Denmark expanded into the Billung March of Northern Germany with the support of North Slavic tribes. read more

Denmark was not traditionally tied to the Holy Roman Empire (unlike other non-German states such as Italy and Bohemia), so they had no motive to join the Holy Roman Empire. They didn’t WANT to become part of the Holy Roman Empire; they made that very clear when building the Danevirke. read more