Oh, you're British.
So very confusing when people choose pirate avatars.
We never attacked the Danes. We fought with them over Hispaniola, an island iirc where we had a mere 1 town and they had zero. Maybe that's just me, but it's one thing to fight over contested territory that originally was neutral or held by a distant nation that has to sail two hours to even get there and doesn't actually use it, and an entirely different thing to attack the home ports right next to the capital where new players are leveling and many have set up their production buildings.
As for the pirates, you don't need a reason to. They're the pirates. Outlaws, murderers, pirates. The fact that most nations flat out ignore them or are even happy to be nation #2 behind them kinda goes against the original idea behind them.