From the celebration’s web page:

Rebild National Park Society is the first Danish-American friendship association and has existed for more than 100 years. Through our community and voluntary work, we demonstrate the value of freedom, friendship, and unity between Denmark and the US.

So, it’s been going on for a long time apparently largest celebration outside the US. And not just a celebration of 4th of July but the ties between Denmark and USA. Not something that you just want to shut down because of a (hopefully) temporary “relationship issue”.