Everyone knows that hosting the World Cup is and always has been only possible against bribes. We also know how successful EU countries have been at attracting them. We also know that they have not done anything about it, though, the suspicion bordered on certainty. Their judiciaries knew this and and did nothing, even when it was their own people that must have arranged for the payments.
But the FIFA stuff aside. That is only leisure fun and games. Coming from Europe, I do not think I would in your place rage over US corruption. I know that is a favorite and to say that one's own country is practically free of such slime. I remember Kohl once fuming like you are, when Airbus was caught bribing and another time, when a donor of his was fingered for building a chemical weapons factory in Libya. But I cannot really judge Denmark, but I can France, Spain and Germany quite well, indeed. If Denmark is at all like them, then you have a lot of work to do at home and in any event in the EU. So rant and rave about Blatter, if you want. But do something productive and don't point your moralizing finger at someone who is.