Most of the water isn't internal.. getting in and out of the baltic sea goes past Sweden/Denmark.
But we probably have promised not to blockade ships in some conventions. And little Denmark (or Sweden) do not benefit from setting a precedence that conventions can be broken.
Most nations have either signed the UNCLOS to otherwise agreed to follow most of those rules. This includes the right of innocent passage through territorial waters. Of course if a vessel engages in hostile acts then they're no longer entitled to exercise that right.
But we probably have promised not to blockade ships in some conventions. And little Denmark (or Sweden) do not benefit from setting a precedence that conventions can be broken.
Getting payback is easy though: support Ukraine.