Because you are booking two separate sets of flight, one with Air Canada and the other with Ryanair. As you are spending the night in Copenhagen, the only real risk is that the return Air Canada flight is late and you therefore miss your return to London. In that case a new ticket will be needed.
Why? Isn't that standard? Pardon the ignorance
But no ATOL protection and travel insurance wouldn’t cover you if you missed your connections!
Heat. Would be all over this if I wasn't already booked elsewhere for October.
Excellent price, voted hot! Much cheaper than flying in Spain during school holidays!