I think the most important person in PH's world is... (drum-roll) PH himself.
Don't get me wrong, it's not malice, probably not even a grandiose perception of himself. That's just the way his character was formed and how he has seen himself all his life.
I could write about 8.000 words about why I think so.
To be brief: I've met such people before, very up close actually.
It's not malice, not even selfishness. It's a kind of self-absorbment. A person like PH has
huge problems comprehending that the he isn't the most important person in the room (despite trivialities like protocol, which he will go along with because "it's just for show") at any time.
To him this is natural thing, a matter of fact and he cannot understand why other people don't share his own view of himself.
That means the criticism and what he will see as lack of acknowledgement genuinely hurts!
And when he doesn't get the attention he truly believe he deserves, he will sulk and whine.
In short: I believe PH see himself as the most important character in the show that is his life.
There are others who have realized that we are only extras in the big show or at best supporting cast to the main character, our wife.
And I believe Frederik, just like his grandfather Frederik IX, is perfectly contend and indeed happy with the supporting role as husband to Mary.
It's certainly the impression I get when you see them together.
Thus ends this short venture into the realm of psychology.