Lola, you weren't the only one, and that was just an example. I have read/heard of many sights dismissed as not worth seeing or overrated. Yet, if/when I see them, I usually am glad I did. The Leaning Tower of Pisa is another example. I wasn't going to go, because so many people say it isn't worth seeing, but I was tired of the crowds in Florence and decided to go anyway. I thought it was gorgeous and would have been worth seeing even if it didn't lean.
Stonehenge is another, as mentioned upthread. It is frequently dismissed as not "worth seeing," in part, because it is small, and sometimes because of the reconstructions. Again, I'm very glad I got to visit it (although I'm also very glad I did the "inner circle" early entry option.)
Of course everyone has different interests. That's why I usually try to suggest a variety of options. In the case of the Copenhagen thread, the poster has only one day in Copenhagen, if I recall correctly, so would have to pick and choose from all the suggestions anyhow. When I listed my Copenhagen suggestions, I grouped nearby sights together, although I guess I neglected to point that out. I completely agree that it makes sense to see the statue while visiting other, nearby sights.
I reacted to the word, "small" in one of the responses, because that seems to be a frequent reason for dismissing a sight as overrated or not worth seeing: (the Little Mermaid, Stonehenge, the Mona Lisa). My point is that, for me, a sight does not have to be awe-inspiring or imposing to be worth seeing. It can be small and humble and still be meaningful. A few years ago, I had the opportunity to see van Gogh's "Starry Night" at the MOMA. It was smaller than I'd expected. But still, I was so overwhelmed by the experience, that I stood there and wept.
Shrug. Maybe I'm too easily amused. I don't know.