Since when do we provide military protection to Denmark? I believe they have their own armed forces.
Did you not read the ship is flagged to the Marshall Island. The Marshall island is a associated state of the US and key strategic location (WWII history). Do you remember/know during the Iran Iraq war in the 1980's the US flagged Gulf State oil tankers so we could provide Navel and Coast Guard protection for oil tankers threatened by Iran and Iraq. Iran's action is very close to an act of WAR. Google the topic and you will find arguments supporting this point.