The decision should not depend on you are a danish citizen or not. In Denmark some UNIONS for instance 3F having many cases where they have trials against employers of foreign workers, and 3F have won theses cases, and by this way helped the non Danish workers here in DK to get money the should have been paid. So you decision about joining UNION/PROSA or not should be a question like danes ask themselves. Do I think I need help with legal thing and that kinds. But as you work in Mærsk, I assume that your contract and working conditions are good.