The thing is that this is OK because there is only one border crossing anyway, so you just can't build any more connections. But this is not the only connection from Denmark to Sweden; you are forgetting the Fredrikshavn-Göteborg ferry. So that makes actually TWO connections to Sweden, not just one. And there's the Hirtshals-Kristianssand and the Fredrikshavn-Oslo ferry too. That makes four connections from Denmark to the Scandinavian Peninsula, not just one.
The thing with Spain is that they have quite a wide border with France, from coast to coast. From what we have heard from the past, people don't like single-sided connected cities (Kalmar is kind of an awkward example of this). If we build one city with only one connection, we immediately will get questions like "why didn't you build connection X or Y) without having proper defence to back our choices.
And there's another thing; the work that has been done so far in Spain by Lolsmurf is far from impressive and I'm afraid we have to start over again. On the other hand, we have RealDeal's work in Barcelona, which looks great. However, one only has to take a map to see that Barcelona is at the other coast of Spain than Bayonne is, where we made our first possibility for a border connection. We also need more mediterrenian styled assets to represent the Spanish climate
Best,
MandelSoft