Yes, Stockholm would be a nice choice if you really must get away from Copenhagen.
But, come to think of it, if you love a good adventure and can find a flight to Helsinki for a good price, why not go there and catch the ferry to Stockholm from Helsinki. That way you get Stockholm
and your cruise in!
Then you can just fly back from Stockholm. The cruise, I believe, is an overnighter (although about €150 one way, so not cheap... but fun).