They're pointing out that while danish law can determine what names are applicable to some specific purposes, they aren't actually an authority on what names are valid. If you weren't being a dick about it this would actually make your original point stronger, as now your business domain logic is the intersection of danish law with actual names, a more complex case than either alone and requiring judgement and tradeoffs.
By all means nitpick my knowledge of the Danish tax code, though. That sounds like fun.