We are just wondering what the explanation should be on why he is in Canada for six months if he has a return ticket at that time. Especially if we did not want to volunteer information on our application to sponsorship unless asked.
It's your choice what to do. My opinion is to never volunteer information, but you're certainly welcome to try to state up front that your intention is to apply for spousal PR when the CBSA officer asks you "why are you coming to Canada today?"
When I enter other countries I either get asked no questions at all, or very simple ones about where I'm going. I'm lucky as a Canadian. But given that 12 months is a lot longer than 6, volunteering upfront that my intention is to stay longer than I am allowed, by law, to be admitted to the country is a little challenging. I get that many people have done it with no issues, but I don't know.
I've seen some people's advice that the best option is for you to travel with your partner. Arrive back in Canada together, even if it means you go to Denmark for a week and return with him. Both of you go through primary inspection together. CBSA officers aren't trying to split couples up, but they are on the lookout for people who will overstay. Be prepared to explain how he will leave Canada if his PR is denied. But also explain you understand the PR process, and how you will need to apply for a visitor visa extension to stay in status and the like.