Why Denmark is so special in that regard I do not know, but for Europe in general if you are directly employed by a company you get good training, and the ability to get a lot of help and support from colleagues (based on European consultancies that I have worked for). I've also worked for Asian consultancies and there is more of a sweatshop mentality in those companies where "everything" is about the billable hours and there doesn't seem to be the same sort of work/life balance (I'm half Indian just for context so try to see the European and the Asian angles)