You have to go back to the 1500s to see a Danish king not named either Frederick or Christian, and it seems an unusual custom to alternate between the two. Is there any specific reason for this?
It's often a way to mark out the individual character of a dynasty in other nations. It just so happens that the House of Oldenburg were in power for a long time, and their successors the House of Schleswig-Holstein-Sonderburg-Glücksburg were happy to carry on their tradition apparently. If you look at the names before Christian I they are much more varied.