This sounds unnatural in English. I wrote "They would not have us", which would be the usual way in daily English. Not accepted though.
I have to agree with others. The English sentence sounds strange. But is the Danish sentence natural?
Could: they didn't want to have us, be accepted?
Probably not, since your sentence is simple past while this lesson is about present perfect.
But despite the parallel grammar, English and Danish don't necessarily use the perfect in the same way as each other. It's a very of Stev sentence in English.
You could say 'they haven't wanted to have us since we broke their priceless vase' or something similar, then it would sound natural!
The sentence is correct but not many people would say it like that, most people would say: "De ville ikke have os"
Hvorfor løses det ikke? Tiden bevæger sig langsommere i Danmark, antager jeg. Bed svenskerne om at løse dette......
The translation of this should be: "They didn't want us."