I'm not 100 % sure, but I'm guessing bare legs here were considered acceptable on women (under a long coat, mind you), so it's more directly comparable. As I mentioned, Denmark is pretty liberal even among the Scandinavian countries. We don't have much of a tradition for businesswear at all, and casual wear in summer can show a lot of skin without being thought odd.

Interesting that you were told to shave! That's kind of the thing I was wondering about, would one be expressly told to do something like that.