Most of the time the shortest path as the crow flies is a relatively good approximation. Roads tend to use the shortest path anyway, and when describing the direction to a large city / airport / .. it can be assumed that there is a relatively direct route to reach it, at least comparatively to a route from two small places.
When Bookings.com decided to use the shortest path to list distances to principal airport and other places of interest, well, shortest seemed like it would suffice in most cases. That is more problematic in mountainous area, for sure. But that’s even worse around the Baltic sea, where the distance between Sweden and Denmark is particularly short, and yet there is a bit of water in between. The screenshot below shows distance from Landskrona, a small village on the west coast of Sweden. Apparently there are not so many attractions in the area, therefore the closest one (after a golf course) is in Denmark! Somehow Copenhagen airport ends up being closer as the crow flies:
As not shown on the map, to reach the deer park (Dyrehavsbakken), you would need to go either north to catch a ferry or south to cross the bridge between Malmö and Copenhagen. That also makes Landskrona to Malmo airport 66km apart, and Landskrona to Copenhagen Airport 75 km apart.
Maybe a bit of network analysis next time?