A few reasons, gonna mainly speak for Denmark because i am danish, i an sure a Norwegian can answer for Norway.The main 3 reasons for the light damage to Denmark during the war (in my opinion) is:

• Ethnically Danes are basically Germans so the Nazis didn’t have any racial disgust towards the danish people, like they did with people like the Russians or Poles

Via Faktalink

• The Danish government entered into collaboration with the German occupation forces, after only 9 hours of fighting. Allowing them to successfully negotiate for light terms in Denmark, even allowing Jews to live relatively normally in Denmark, until in ’43 where the cooperation broke down over execution.

Via Kristeligt Dagblad.

• The danish resistance was basically non existent except for a group of boys (The Churchill Club) until 1942. And even after that it was nowhere near as heavy nor effective as the French or Soviet resistance forces. Which meant that it was very easy on the German forces, and they rarely had to actually do anything violent. Which led to Denmark being nicknamed “the butter front”