Wasn't "Liberal leader Lars gets in trouble after extravagant lifestyle scandals" also in Borgen? Danish politicians really are rip-offs.
Lars Løkke Rasmussen have been an important player in Danish politics for decades and he has always been sleazy (as 17 year old leader of Venstre's youth, he cheapted a band out of 30 000 Dkr/4000-5000$, based on him being to young to sign the contract). As County Major he was well known for his willingness to use tax money on himself and his drinking friends. So it's more likely that Borgen's character are the rip-off.
As for his success in staying, I think no one expected him to say "that's a nice party you have there... it would be a shame if something happened to it".
Yeah, Mr. Hesselboe was perhaps the most obvious parallell to our timeline. Still, considering everything else that has happened since 2011, it fits very well into the narrative of the Borgen writers looking into the future, taking a couple of headlines and mixing them around.