Well, it is not that I'm that surprised, actually. The article is in Danish - and says that you have to compare the number to the 4 to 5 million items they handle a day.
That is something like 1 in every 20000 items. I probably receive something like 400 items via the Danish Post every year, so there is a 2% chance that an item of mine gets lost. Is that a satisfying statistic for the Danish Post?