They can't sell it because
Greenlanders do not own the land; private land ownership is prohibited, as all land belongs to the state (currently Denmark), but residents can get long-term, transferable
land allotments for homes, meaning they own the building, not the ground.
The rule also applies to private businesses, you can own what goes on the ground but not the ground or what is in it. Businesses seeking to mine for minerals or drill for oil face very high cost compared to the US due both to climate and goverment fees and regulation. This may well be why Trump insist that he must have Greenland. He certainly can't use the military to justify it.