So basically Niels is calling them "gay couple brought together by a gun"
I apologize for making a joke no one will get.
Agent 300 saying that only Danes speak Danish is actually a secret agent joke.
Danish is so hard to pronounce that during World War ll and the cold war Danes used their language to spot foreign spies. Because it didn't matter how many years a secret agent had studied Danish, he would never be able to pronounce the words perfectly. So the dreaded line "rød grød med fløde" ("red porridge with cream") that Danes love to make tourists say for laughs, actually have roots in the war where it was the ultimate test.
So Agent 300 and Niels could have a conversation where Niels spoke Danish and 300 answered in English. Because 300 sure as hell isn't going to break his tongue on that silliness.