I checked both.

For me the key factor is the hill and the weather. I live in the river valley and commute uphill in the morning, so there's no "find your own pace" option - even if I drop into the lowest gear of my Surly LHT (20 gear inches) I'll still be pretty sweaty by the time I get to the top. While I'm okay with wearing jeans (somewhat stretchy girly jeans) if the weather's nice, I'll usually bring a shirt to change into. The hill problem is worse if it's -15 and blowing snow in my face - I need to wear enough layers to survive on the flats and downhill, but that tends to make for extra sweaty on the uphill. Delayering helps but it's still a tough balance.

On the other hand, if I'm doing a lazy multi-modal commute (3 km flat + train up the hill), I'll wear whatever I feel like wearing that day.

Though I've never been there, my impression is that Copenhagen is quite flat. I'd like to see proponents of fashionable cycling riding a single-speed 50 lb Dutch bike in a tweed suit up a 15% grade for a few km...