Because, asked at one point about his German roots -- though he was actually born in Copenhagen in 1956 -- he jumped right in with the kind of "Is he putting us on or what?" abandon he is known for:
"For a long time I was a Jew and I was happy to be a Jew, then I met Susanne Bier [fellow Danish director and this year's Oscar winner for Best Foreign Language Film] and I wasn't so happy. But then I found out I was actually a Nazi. My family was German. That also gave me pleasure. What can I say? I understand Hitler. I sympathize with him a bit."
"I don't mean I'm in favor of World War II and I'm not against Jews, not even Susanne Bier. In fact I'm very much in favor of them. All Jews. Well, Israel is a pain in the ass [pause] ... How can I get out of this sentence? OK, I'm a Nazi."