if you have not stayed in Denmark or another EU-country for at least 5 out of the last 12 years (2019), then it dosen't matter if you have double citizenship or not.
But if you had been staying in another EU-country you could have included the period, because you have EU-citizenship.
As I write if you apply for benefits before 1. of January 2019 you will not be affected by the new requirement.
But after that date, you will not be able to get Unemployment benefits, even if you have been member of an A-kasse for more than 1 year.
So it seems for me it will not be relevant for you to stay as member in the A-kasse.
Only if you decide to stay in Denmark for some years, it could be relevant again to Sign Up with A-kasse at a later time.
Also be aware that for qualifying for benefits you must not only have been member for 1 year, but also have earned a minimum income during the last 3 years. And here only income earned during membership periods in A-kasse, can be included. Read more about the other requiremetns here:
So I agree it seems to be waist of money to pay for membership until maybe 1 year before you have stayed 7 years in DK, depending on how much you earn. If you earn less than DKK 228,348 per year before taxes, then you must be member of an A-kasse for more than 1 year to meet the income-requirement (have earned DKK 228,348 during the last 3 years).