I agree, it is indeed strange all have been from SAS, however they're now selling all of them asap, 22 is said to be active, but other sources list a total of 27 Dash8-Q400 in the fleet. The SAS Group also covers the norwegian airliner Wideroe, and they're now also getting rid of their Q400's. Some at airliners.net says that ATR's orderbooks are full (the clown/parrott-liveried Danish Air Transport airline has several ATR42+72's). Speculation is running wild about what they'll use, EMK's, Sukhoi SuperJets (not ready yet) and MD--80s, or SAAB's.
In any case, danish trust in SAS is non-existant now. I also read that the danish FAA, directly opposite to all other countries allow ridiculous working-hours for pilots and leave the responsobility for saying no to the pilots, like any pilot would do that without risking his/her job. And here we got strict rules for truck-drivers delivering pigs for slaughter, but not for passenger-airline pilots, just another reason not to stay in Denmark for a life in aviation.
Frank