Yea... there's no reason why anyone except the Scandinavians would want Greenland. It's cold. It's barely habitable. The only reason the Danes were there was to find their lost Viking kin (which were more or less Catholics rather than pagans) and convert them to Protestantism. When they found that they've all died, they settled for converting the inuits. Really, the only reason they took Greenland was because they 'had it before'.
For Prussia, the goal of the Schleswig-Holstein wars were simply to ensure the region remains German rather than Danish. Even if they wanted to extract a colony from it, they'd either go for the West Indies (a big no-no if you don't want to piss off the US) or Faroe Islands at minimum (at least they have a fishing industry, and closer). Greenland just makes your nation's map look better.