[Beck]

Hmmm, OK, I can see how it may appear that way. Not the case, however.

The following is to the best of my knowledge:
There has been a case in Sweden (Lindbergh-case) where the person had withdrawn from the pokersites, and the tax authorities wanted their cut. However it was taken to the EU court, and it was deemed that since it was earned within another EU country (UK) he should not pay taxes in Sweden.
I assume that since Denmark is part of EU too, the same rules would apply.
But according to the Danish tax authorities, you do have to pay taxes of your winnings, regardless. However, they have also stated that they do not want to pursue recreational gamblers. But still if they decide to change that policy, they can always go back 5 years and claim taxes.

So bottom line, no this is not a laundering scheme, but a mixture of waiting for some clear rules, and if in the end I do have to pay taxes, just prolonging the payment, investing them in the meantime (which is normal procedure in Denmark with retirement-savings for instance)