Indeed if Russia can, if not legally then practically, seize with impunity safe and easy access to the whole Baltic coast line for itself that would greatly enhance its leverage.
Maybe the process of seizing would begin with Bornholm. What's Bornholm worth to the Danish public as opposed to "peace coexistence" with Russia?
Wikipedia says that the Soviets occupied Bornholm at the end of the war. They apparently declared that they would consider the presence of non-Danish Western troops as a threat to their security.
What would Putin say were American troops stationed there?