I feel your pain. I don't do the challenge but CPH is a hell hole also in terms of pricing.
TK knows we are willing to pay to travel so why not rob us a few hundred EUR extra?
BUD is almost always cheap to fly from. It's a real PITA to fly to BUD from CPH especially since SK is no longer with *A which means higher cost for us to reposition. The hassle is not with it IMO.