Yes, awkward towards the Danish family... but in my eyes from a protocol view correctly handled.

It looks as if it is the head of state + spouse that is invited to the funeral. As the Danish Queen does not have a spouse her son is invited to accompany her. So Denmark will be represented by both the head of state and the heir apparent.

If Denmark is represented by both the head of state + heir apparent + his spouse - all other royal houses would find it strange that their heir apparent + spouse was not invited as well.