I have this feeling, that some politicians actually hope, that the first born of Fredrik and Mary will be a girl. It is very difficult to change the constitution, yes, because a very high share of the voters needs to be in favour of the change. But equal order of succession for men and women might just be the key for this.
There are lots of reasons, why the constitution should be changed. As politician Niels Helveg Petersen has told in interviews, the constitution doesn't state, that Denmark is a democracy
and a monarchy; it only says, that Denmark is a monarchy
The constitution is out of line with practice. For instance, the Queen according to the constitution has to accept every new law, but in practice she does not and should not have any influence.
I remember some funny story. I think it was the king of Nepal, who really liked the danish constitution

The thing is, that the constitution nearly states the King (or Queen) as an absolute monarch, which luckily isn't in line with reality.