I have to admit, I'm not as familiar with Nielsen. I only knew that I liked what I had previously heard of his music, before buying this symphonic cycle. (He has written a lovely clarinet concerto that is worth listening to as well.) There's an earthy quality to the playing here that I think invigorates the music and keeps it from sounding stale. There is a lot to delve into with these recordings, and the vitality of the interpretation here helps a lot with the learning process.
Beyond my inability to give more detail about Nielsen's music, a modernist who was obviously influenced greatly by the preceding Romantic era, what holds me back from giving it 5 stars are the technical aspects of these CDs. There is something tinny about the louder treble parts that gives certain instrumental groups (the French Horns, for instance) a metallic sound they don't normally have. But I assure you, this is a minor complaint. If you're just finding out about this composer, this is an excellent group of recordings to start with. I am enjoying them very much.