It is of course a clerical gala-event, hence his full dress uniform.
And being armed, albeit symbolically, might be considered prudent as one of his ancestors, Knud IV (or Sacred as we know him) was murdered by rebels in a wooden church right next to the current cathedral back in 1086. At the altar in fact, making this fowl deed so much worse.
King Knud was praying at the alter while a few of him men tried to keep the rebels at bay, but they were over-powered and the King was killed - along with his brother Benedikt.
Very appropriately King Knud was defended by twelve men. Or so the story goes.
- And thus died the last Danish Viking-king.
In fact Frederik is wearing his saber inside the church, which was a big no-no in medieval times and one of the reasons why King Knud was praying rather than fighting. And why his hird-carls/house-carls could so easily be overpowered.
King Knud was in the process of gathering an invasion army to take England from William the Conqueror, whose descendant in response to the threat was gathering an army at York. With the death of King Knud, that threat ended and England remained Norman. It's interesting to speculate what would have happened had King Knud landed in Yorkshire, the heart of old Danelaw, because the Normans had not yet secured their position in England.
The irony is that King Knud was killed because he wanted to implement reforms, organized taxation (no less than 10 %, daylight robbery!!) and introduce feudalism. The very things the Normans were introducing in England - the locals not being happy about it!
The Danes were not happy either! So a part of his army rebelled and killed the King. The result being that feudalism was only introduced gradually some 150-200 years later and only really completed after the Feud of the Count in the mid 1530's. One of the main reasons being that if people were dissatisfied they took up arms and rebelled. And that was a thing Danish monarchs had to deal with very often, usually fairly peacefully, until the 1530's.
And that's where the arms-house comes in. Because there was a huge building programme of churches starting during the 1100's and they were pretty much all build according to the same template. And that included an arms-house at the entrance. They are still there, even in newly-build churches. Today they function as a wardrobe and a place to store psalm-books, that the parishioners can borrow.
But in medieval times every free man and his little sister was armed, but they had to leave their weapon in the arms-house. It was very prudent to be armed, because people often wore their finest to church. Abd you never knew if Norwegians or Swedes were on the prowl, heathens that they are. And it was just as prudent to leave the weapons in arms-house because rowdy behavior, arguments and fist fights were quite common in medieval churches! No sitting down, and no meekly listening to the priest, who conducted the whole thing in Latin, that few understood anyway. - It's an open question whether the Pope, had he dropped by, would have understood the Latin that was spoken!
Anyway, back to King Knud. For whatever reason (the Danish bishops were usually related to the kings at the time) it was decided that King Knud was a pretty pious dude so after a little footwork he was made a saint.
So a new church, the current Odense Cathedral was build and named in his honor, Saint Knuds Church.
We must have needed a local saint around that time (do not for one moment believe it was not political) because Saint Knud gathered quite a large and devout following.
He was laid to rest in this new cathedral, which was build in 1095. The building of current cathedral was started in the late 1200s, and completed in 1499.
- And that, ladies and gentlemen, is why we have a bishop in Odense and why Frederik some 950 years later showed up today.
You can still see King Knud aka Saint Knud today:
https://kongegrave.dk/wp-content/uploads/2019/12/Knud-den-Hellige-skelet-768x257.jpg
Complete with cuts to his pelvis from sharp weapons.
Next to the skeleton is a painting of how he may have looked like:
https://kongegrave.dk/wp-content/uploads/2020/10/knud-den-hellige-kluge-768x715.jpg
The original cloth that covered the shrine of King Knud is also still there. It's made of silk and was manufactured in Byzantium. It's from the same period os the king himself:
https://kongegrave.dk/wp-content/uploads/2019/12/Ørnetæppet-768x540.jpg
The cathedral from outside and inside. The complex it pretty large, because it used to also house a monastery.
https://dynamic-media-cdn.tripadvis...9/cc/f8/sankt-knuds-kirke.jpg?w=1200&h=-1&s=1
https://media.lex.dk/media/154039/standard_compressed_scanpixId20210212-102554-4
https://k9-drupal-images.k.dk/k9-dr...02-l-1920x1279we.jpg?h=2e1e5ec0&itok=Zj1JKHKa
https://media.lex.dk/media/154036/standard_scanpixId20200920-114253-2
https://upload.wikimedia.org/wikipe..._stor.jpg/1280px-Domkirke-odense-kor_stor.jpg
https://i.ytimg.com/vi/XXC5myKpkSA/maxresdefault.jpg
Practically every single village church in DK and most town-churches as well, have an arms-house.
That's the part with the red tiles in this photo of an archetypical Danish village church:
https://media.lex.dk/media/167057/standard_compressed_KirkerOgKalkmalerier-335471-NMe-1.jpg
The murder, with quite a lot of anachronistic as well as factual details wrong though:
https://danmarkshistorien.dk/filead...nud_den_Helliges_doed._nr._20._48b0419c66.jpg
This depiction is much more correct. Only being some 100-150 years off in regards to dress and equipment.
https://images.bonnier.cloud/files/his/production/2021/01/27101456/mordet-paa-knud_lead.jpg