Thanks MSPeconomist and everyone else for their replies!
I did look at my company's travel policy and we need to fly on our preferred airlines. However that list is inclusive of DL, KLM, BA, AA, LH, UAL, SAS, AF, and AC. There is no expectation or requirement to fly SAS to CPH, and I believe Delta is generally preferred. SAS isn't very convenient from Seattle as all the connections would be in the US vs. Europe resulting in a much longer trip.
Here are the typical routes with the best times and shortest layovers:
SEA->AMS->CPH (operated by Delta)
SEA->CDG->CPH (operated by AF)
SEA->CDG->CPH (operated by Delta)
SEA->LHR->CPH (operated by AA)
SEA->LHR->CPH (operated by BA)
SEA->FRA->CPH (operated by Lufthansa)
Each of the airlines has similarly reasonable CPH->SEA routing
There doesn't appear to be an obvious routing on VS that I can book through my corporate travel site.
Great point regarding lounge access! I have Priority Pass which should be helpful for non-Delta trips, and also Amex Platinum (which presumably won't be much help in Europe).