I don't get that behavior in Firefox. I have 'en-US' and 'en' as my preferred languages (in that order), set via Preferences->Content->Languages. But when I go to google.com in incognito, I get google.dk in Danish.

I guess English is preferred here commonly enough that it's at least listed as one of the two alternate google.dk languages in an easy-to-find place under the search box, along with Faroese. "Google.dk på: Føroyskt English". And if you click "English" it stays with it for the session. No luck if you wanted something else like German, though.