Over the last 5 years I learned that Danes, like Norwegians, were often labeled as Swedes because of political claims of ownership. Also, the families moved among those 3 countries because of political situations. I do not know how early in the 19th century this began (or earlier?), but I found this discrepancy in a few U.S. records as far back as c1875-1880.
I suggest you inquire how certain the gentleman is about the Danish ancestry. If he knows it is Danish because a parent or grandparent told him, I would rely on them and not on any U.S. census record to determine the correct country.
We found that the 1900 U.S. Federal Census is significantly misleading. (State and territory census records were not as bad.) In some states the 1900 enumerators did not differentiate Sweden, Norway, and Denmark at all. They wrote Sweden for all three countries. In other places enumerators wrote Sweden for Sweden and Denmark, but not Norway. And yet others had Sweden for Norway, but not Denmark. I could not find any instructions for the 1900 enumerators on how to handle this Scandinavian situation. I have the impression that the enumerators who wrote Sweden for all three countries were attempting to have some form consistency. This 1900 census has impeded and misled many researchers.
In our situation, one family branch (descendant through an 'oldest' child), 4 generations from the immigrants, had no living relatives who spoke the original language. They relied heavily on that 1900 census and searched only in Sweden. Our branch (descendant through the youngest child) was only 2 generations from the immigrants, and we had elderly relatives living who grew up speaking the original language - Norwegian - and they knew their grandparents, the immigrants. You can assess his certainty of Danish ancestry by his languages.
If there might be any doubt on which Scandinavian country they came from, see if he has any old family letters. We had letters in which the relatives occasionally interspersed foreign words among the English words. Another way to remove doubt is if he heard a few words or phrases himself. We met a researcher who knew how to pronounce a handful of phrases and understood their general meaning, but he wasn't sure what language it was. He only knew he was Scandinavian. He found people from each of those three countries, spoke the words as he learned them, and they identified the language.
I hope this gives you a few ideas. --cc