That study is getting a lot of attention. While there are a lot of limitations on what it can show, the key finding it reports is that the masks didn't prevent healthy mask wearers from getting sick.
The main thing wearing masks does is reduce the spread from infected wearers. So, your first sentence actually misquotes the study. Masks definitely do reduce the spread. Just, under the specific conditions in Denmark at the time of it, they didn't see much benefit to healthy wearers. The problem is a lot of the infected spreaders don't know they are sick.
Also, the Denmark conditions studied are much less dire than we are facing today in the US. Someone going out here now and about is much more likely to encounter the virus and thus the benefit from wearing a mask may be higher to the healthy, apart from the need to reduce the spread by infected folks.
This article discussed it further:
Masks prevent people from transmitting the coronavirus to others, scientists now agree. But a new trial failed to document protection from the virus among the wearers.
www.nytimes.com
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