As a (relatively) frequent flyer on this service, I think my Danish friends have shot themselves in the foot. I suppose the laws have to be enforced, but if you want to get AAR-LON, you'll be hard-pushed to find a cheaper or quicker alternative (although given the distance from the airport to the city, I'm told that flights from Billund are nearly as quick, but they cost £300).
The UK fare is (typically) £21 each way with £26.20 tax on top. Given it costs me £100 for the taxi to Stansted, I call that damn good value, particularly when you look at the £100+ fare from LHR-CPH.
Aarhus should really be promoting these flights as short breaks, in order to get itself better known as a tourist destination.
Just my $0.02.