I have been digging a bit more into it.
The problem is that the gedcom comes from Legacy, which has its own system for places. In the main part of the gedcom, you only have something like this:
1 BIRT
2 DATE 14 Sep 1952
2 PLAC Roskilde, Sømme, Roskilde, Danmark
But then at the end, you have a series of place definiitions like this:
0 _PLAC_DEFN
1 PLAC Roskilde, Sømme, Roskilde, Danmark
2 ABBR Roskilde, Sømme, Roskilde, Danmark
2 MAP
3 LATI N55.6023483333333
3 LONG E12.1490047222222
2 _RESOLVED 1
which is off course not recognized, no matter if I open or import