If you want to govern, you have to govern with other parties. If you are a minority coalition, you have to find a majority for your policies. And it can be very hard because it takes long discussions. But, in many ways, is it not good that you have to create things in a pragmatic way and you have to listen to other points of view and find the best solution?
Denmark of course, as again Ian has noted, is a far more communitarian society than ours. But the question could be raised in our is case is: do any of our parties actually want to govern?