I absolutely follow that tax levels are different, but with that perspective, one can't forget that the Danish McDonalds workers enjoys a wide range of universal welfare, such as medical healthcare, school and so forth. Furthermore, the tax system is as you say progressive, so a the 20$ wage an hour would set you at a tax around around 40%- and it would go lower, if the worker was to earn as little as the american worker.
But surely, there exists important nuances, but it isn't fair to compare the highest level of taxation in DK with the lowest in the US.