It's a fine line to walk, I'm sure. Yes, Mary and Frederik could draw a very firm line and say no unofficial pictures at all but then they'd risk souring what seems like an overall positive and respectful relationship with the Danish press. If they were consistently being followed by dozens of photographers it might be different but I can't see how it would be worth it, in the overall scheme of things, to make a fuss about one or two discreet photographers/reporters from BB and the like.
The relationship between the Danish press and the DRF has always struck me as being admirably mature, for the most part, on both sides.