Interesting to see what will come out of it. The Spanish will have to go the same way in the forseeable future. Personally I think it should not make a difference whether the heir is male or female, it should be the first born, full stop. However, monarchy is much about tradition and history and as much as eg the Dutch are used to female monarchs, other countries, like Spain, are used to males; others, like Britain or Denmark were lucky to experience the worth of a female monarch simply because the male heir was missing.
Coming back to history and tradition. Apart from the fact that both male and female monarchs can be equally as good or bad and therefore sex does not matter at all in terms of suitability, the one thing that IMO still works in favour for males is practicability. A male heir can fully concentrate on his position and work that goes with it. All he needs to do is find a suitable Princess for breeding - at whatever age he likes -, she will have to give birth, raise children, give support etc. A female heiress, eg CP Victoria, will have to do all herself: top job, children (better more than one) before her biological clock starts running out and, most difficult of all, find a suitable husband who is prepared to live a life in the second row. Not the easiest task, as we can already see in Sweden.
Then, there is the issue with the family name. With a male heir it remains through generations but what happens when there is a female heiress who these days is most likely to marry a commoner, producing another heiress marrying a commoner? The name, identity and bloodline finally gets lost and with it the identification (and maybe the need) for the Royal House.
I wonder why the Danish do it now, at this stage, with Christian as first born to be destined to follow his father Frederik. In Spain it will become much more urgent as soon as Letizia has a boy and Leonor losing out on the throne without change of constitution.