I think Denmark has a tax agreement with Thailand too. That means you could pay as little as 10% or probably 0 if you apply that. This is not something that happens automatically, and you'd have to fight with your tax authorities.
In Sweden you would pay 25% in tax on pension if living abroad, or try and fight to get the Thai taxation applied. This would mean sending all the pension to Thailand, and , of course tax authorities don't like it so one would have to fight them....
You would think that Swedish pensioners would know that, but if they prefer to pay full tax in Sweden for nothing, I would say, let them!
I have been an expat since 1983 and haven't paid any taxes since then.... now they make me pay <50SEK on my meager pension. But, 600SEK a year is not worth the battle with tax authorities.
The worst part is, like you say, that you lose the medical benefits, despite paying the full tax. That's what the tax money is supposed to go to. Great governments we have in Scandinavia. Stealing from those who have the least....
At this time I'm seriously considering getting an address in Sweden, lie to the Tax authorities, just to get the medical benefits, and being able to renew my Swedish driving license. Don't really care if they tax my pension to 30%.