Applying principles of equality to an institution that is based on anything but equality is a bit off, I'd say.
This IMO is basically a case of don't fix what ain't broken.
It does really truly matter that things are as little confusing as possible. Most countries are not monarchies and most people don't really know about monarchies. What they do know, through film, fairy tales, novels and what not is that a king rule, usually with a queen by his side. Sometimes a queen rules, usually without a man by her side.
And even among a number of monarchies, the concept of a female monarch is theoretical at best.
I'm a passionate believer in KISS = Keep It Simple Stupid.
So let's keep it simple stupid: A female monarch is a queen, with a prince by her side. - Queen rules over prince, problem solved.
Apart from that in a Danish context the word King appears often in the Constitution, where it really should be the Monarch, and that means that the wording of the Constitution needs to be changed to avoid confusion.
Anyway, in the eyes of the DK public and the politicians this is a non-issue and as such not going to be changed any decade soon.
Also because while we are at it: At some point there will be an open gay man (or woman, but let's leave that aside for this post) on the throne and he will marry the love of his life, a man. That in itself will present interesting problems, but there really is nothing to prevent that from happening now.
According to your opinion, the husband of the king should be... wait for it... king. So we have his majesty king A and his majesty king B. After all you can't deny a gay man the right to be titled king, can you? That would break the principles of equality. So talk about confusion!
It's not a question whether such a scenario will happen, in a legal and constitutional context it's a matter whether this scenario can happen.
So there is a reason why monarchies retain the system of the husband (and presumably at some point the wife) of a reigning queen gets a lesser title.