Of course, Aalborg would like to win the Danish Cup so they can qualify for the UEFA Europa League, but right now they are more concerned with avoiding relegation from the Danish Super League, and that risk is very likely.
Copenhagen are fighting for the Danish championship, and it's a tough battle there as well. But still, the remaining opponents in the championship are not as difficult.
It is worth noting that Aalborg on the way to the finals did not meet difficult opponents at all, while Copenhagen knocked out Nordsjaelland from the semi-finals. The match will be symbolically played on a neutral pitch, except that Parken Stadium is Copenhagen's home arena. In head-to-head encounters, Copenhagen have also always beaten Aalborg.
Prediction: Copenhagen to win. We recommend the “2 Win” bet, odds 1.64