In most, if not all, cities in Canada, this is why we're told to always check our right-side blind spot before we turn right. Don't know how it is in Denmark. A quick Google search tells me that Denmark doesn't have such a law. Not sure why they don't, it makes total sense.
Not looking over your shoulder when turning will give you an instant fail in the driving test in Germany. In the US most states' drivers manuals recommend looking over your shoulder but most people don't do it. I tend to blame it on the fact that there exists no mandatory driver education and driving tests are almost impossible to fail.
When I paid several thousands of Euros for mandatory driving school in Germany I was very annoyed about the high price tag, but seeing on a daily basis how safety and efficiency of traffic is compromised when no system to educate drivers is not in place, I am glad I had a chance to go through it.
Each US state has its own licensing laws and you may have issues with the particular laws in your state, but it's certainly wrong to say there's no mandatory driver's ed in the US. California, for example, requires 30 hours of classroom education and 6 hours of behind-the-wheel instruction from a state-licensed professional driving school.
I have a CA license and my US driving school track record consists of a total of 5 hours of "classroom education" (video watching) and passing a driving test despite running a stop sign in a residential area (my German license didn't count, had to start from nil)