From the title, you'd think the book is about a Danish girl, or a girl passing out pastries. And it is (without the pastries), but it's not only about a Danish girl. The book has two point of view characters—Einar and Greta. Well, there are three if you count Lili as her own POV character, which you definitely could, especially since she doesn't share Einar's memories.
The Danish Girl isn't just the story of Einar's transition to Lili, it's also the story of how his wife, Greta, supports, responds, and reacts to this shift. This is why we get her point of view in alternating chapters. But the book begins and ends with Einar and Lili, making Greta the filling in this sandwich—or Danish, if you prefer.