Light blue is the color of the Danish sash. If you'll notice in the group pictures at at Joachim and Alexandra's wedding all the foreign guests wear the light blue sashes since they are at the Danish wedding. The other countries have their own color of sashes. I believe Belgium has purple, Netherlands has blue/gold, etc. Now, if I am correct it is the kings/queens that wear the specific sash of a particular country when they are at that particular country's royal wedding. The lesser royals just wear the sash of their own country.