it is the law decided by the Danish Government, that states what are the requirements for being eligible for dagpenge, and NOT something that the A-kasser decide themselves.
So for being eligible for dagpenge as an graduate the law says that you must have address in Denmark latest one day before starting study. I can not precisely tell you why the Government has decided this - but off course it has something to do with the fact that the Danish Government dont want to support students/graduates not living in Denmark.
We have in many ways favorable conditions for both students and graduates in Denmark - but we have this because the Danish Government hope that graduates continue to live and find job in Denmark, and by this way contribute to the Danish Society.
And one way to determine if a foreigner student has the wish to live in Denmark, is that he/she has address in Denmark.
Hope it helps you,