Hi,
The tax is added to the price based on the current location of the user.
So the system first look at your current user's address, and if not has yet been entered, it uses the zone selected in the "main tax zone" option of the HikaShop configuration.
It's the same for the backend and the frontend.
So if you see the tax in the backend, it means that either the address of your user is in denmark, or that the main tax zone option is set to denmark.
And for the frontend, it's the same way around.
So I recommend that you check the address of your test user account and backend user account and that option of the configuration.