Borgen, Series 3, BBC Four

Sidse Babett Knudsen, alias the absurdly photogenic Danish Statsminister Birgitte Nyborg, provoked gasps at the Nordicana festival in London last June when she revealed that she was no longer Prime Minister in series three. And indeed, as the curtain rose on episode one, we could see that she was not.

Instead, the ex-premier had cashed in her political prestige for one of those nebulous but lucrative roles as roving speech-maker, consultant and corporate board-member. We observed a svelte and designer-chic Nyborg helicoptering in to the Hong Kong headquarters of a pharmaceutical company to deliver stern warnings about the importance of environmental awareness, though nobody seemed to be paying much attention. Then she retired to her luxury hotel room for a spot of recreational action with her new English boyfriend, architect Jeremy Welsh (Alastair Mackenzie). Disturbingly, he looks a little like Jeremy Hunt, our revered Secretary of State for Health (Birgitte snogs Jeremy, below).

Yet we could sense that following in the footsteps of political rent-a-hacks like Tony Blair or Bill Clinton wasn't really Birgitte's style, and sure enough, barely 15 minutes of screen time had elapsed before she was plotting a political comeback. It's because Borgen is Danish that we're able to accept the idea that Birgitte is principled, idealistic and sincerely wants to be in politics to make the world a better place, because it has become flatly impossible to believe that of the mercenary shape-shifters at Westminster. Ironically, it's immigration, an issue currently number one with a bullet on the British political agenda, that has forced Birgitte back to her old stomping ground. It isn't open-door immigration that worries her though, but the draconian measures supported by her former colleagues in the Moderate party to repatriate immigrants from Denmark.  

In other respects too, Borgen holds up an oblique mirror to our own local preoccupations, such as the way our national broadcasters cover politics. As ever, series three is going to be mapping the goings-on among the newsgathering folk at TV1. Ace reporter Katrine Fønsmark (Birgitte Hjort Sørensen, pictured below) has now become the media handler for Nyborg's new political party. Meanwhile revolution is sweeping TV1 in the shape of a chap called Alex Hjort, a rampant ratings-chaser who thinks the network's political coverage is too wordy and boring and wants news editor Torben Friis (Søren Malling, superb as usual) to concentrate on good news and stories about "winners".

It's all eminently watchable and skilfully played, but you can see why they've decided this third series will be the last. The political life of Denmark is a small pool, and Borgen's repertoire of narrative devices is beginning to look a trifle threadbare. There are too many set-pieces of press conferences and interviews in TV studios, to the point where the participants have run out of interesting questions or meaningful answers. The fact that Birgitte is now emphatically over her marital breakdown has removed some of the emotional oomph, as has the sidelining of Kasper the spin doctor (Pilou Asbaek), who used to be the most complex and interesting character. We'd better keep watching just in case, though.

• Why Birgitte has your vote in Borgen: colleagues explain the allure of its star