What is it about Denmark, that many well-known programming languages were invented by Danish people?

The three people you mention have taken very different roads towards the time they designed their very different languages.Anders Hejlsberg started his career by writing a Pascal compiler while studying engineering at the Technical University in Lyngby, Denmark (which he never finished).  After self-publishing several versions, the compiler was bought by Borland, who hired Anders.  There, he developed Delphi as a successor to Turbo Pascal.  Later, at Microsoft, he developed J++, C# and TypeScript.  You can argue that his language designs are very derivative of other languages, and that his main contributions are good engineering and integration of language features and their implementation.Bjarne Stroustrup took a Masters Degree in CS and Math at Aarhus University and then a PhD in CS at Cambridge.  It was during his PhD that he began work on C++, and he has continued extending the language ever since.  He has made no significant other contributions to language design.Rasmus Lerdorf left Denmark (specifically, Greenland) with his family when he was only 12, and took an engineering degree in Canada.  He wrote PHP first as a collection of library functions for writing web pages that use CGI (Common Gateway Interface, not computer generated imagery), and it only later evolved to a stand-alone language when a parser was added. There is nothing that suggests any particular Danish background that made them want to design programming languages, or better able to do so.  In the case of Lerdorf, you could even say that very little conscious language design went into PHP, and he has (to my knowledge) not designed any languages since, and he has not even been involved to any significant degree in the further development of PHP.

I ask this question often to myself and my friends, because it is interesting that there are a lot of famous-good programmers from Scandinavia. And they all are from different backgrounds and skillsets.My finding is: They are pragmatic enough to see what is useful and what is not. Look all these programming languages, most used and liked ones are useful and generally away from bullshit.They invented them to use, not only sell, promote or with something similar motive.