Yes, I must adapt to the new information sharing system. Every man and his dog can browse my internet history from cookies and sell it on. I must take care not to visit dodgy web pages. Nothing I can do about card access to ATMs which is a very reliable tracking system to those with the authority to gather sensitive info. It looks like residence status in a Schengen country may have value in Schengen because they are effectively living in Shengen 24/7 and every day of the year. But not having a residents passport stamped is extremely puzzling to my way of thinking. Are there 27 different Schengen agreements or only one that all member states must follow. I think the no passport stamp is a fudge to bridge the gap.between living in Schengen full time yet when crossing EU borders to being restricted by other Schengen states to 90/180. To most people living outside Schengen the rules are clear. 90/180. But not so logical for residents. Which must account for less than a minute percentage of tourists. A fudge is easier to correct than changing what is really bad law.A carrier is obliged to check that every passenger they carry has valid documentation for the country they are delivering the individual to, even on EU internal flights as each country is still a sovereign nation with its own border control laws. Ryanair will get fined if they transport anyone without valid travel documentation.
If you read the link above to the border guards handbook, the checks on 3rd country nationals are more thorough than the checks on EU nationals. Including ...
Ryanair are also sharing their passenger data because they are required to, the EU has agreed on a system to share airline passenger details. The Passenger Name Record (PNR) system allows access to passenger information including names, contact details and credit cards.
Details are collected from European carrier flights entering or leaving the EU - as well as from those between member countries. This is most probably how they got your details.
Border and law enforcement - advance passenger information (API) - revised rules
Maybe they were told to check you by Greek border control when they received the Advanced Passenger Information, or maybe Denmark decided to do it themselves. Who knows.
Thanks for all the replies and possible explanations to what was, for me a strange incident.