The US is one of the few countries that doesn't allow its citizens to avoid double taxation. You are still liable for US taxes on foreign-earned income above $80,000 per year.
Americans living in Denmark don't seem to worry too much about US tax. This is due to the insane taxation level we have here, which blows all other levels out of the water and makes calculating US tax very easy.
I lived abroad for years and was double taxed on part of my income. The tax treaties and exclusions are limited to certain dollar amounts. He's likely well above those limits.