I was in Herning last weekend for 3 games and can assure you the place is loving hosting the tournament. Every single shop in the town has hockey related flags, signs and gear on display, and the locals are very eager to welcome fans and talk hockey.
At the end of the day, world championships are often attended like this, strong attendance for the host team's games, and weekend games, with poor crowds for other games, lets face it, a lot of these games take place at 4.15 on a weekday afternoon, when the locals are working. Its no surprise that attendance is weaker.
Herning is doing a tremendous job as host in my opinion considering the limited accommodation it has to offer (they've set up a camp site to combat this), and the far from ideal scheduling and sheer length of the tournament.
It's not been any worse attendance wise than my experiences of Stockholm in the past.