It could be to do with the fact that this is not a map of average wealth but of how much of the population is at risk of poverty. I don't know what Copenhagen or North Sjaelland are like, but prosperous capital cities do often attract less well-off people looking for opportunities and also have high costs that make the situation precarious for people who would be doing fine on the same income elsewhere. That could explain a high proportion being at risk of poverty even though the average income/wealth is very high