Haven't all manuscripts been sent to Iceland?

AM 226 fol. — 14th Century manuscripts preserving Stjórn, Rómverja sǫgur, Alexanders saga, and Gyðinga saga. Housed in Copenhagen.

No! Even though a great part of the collection was transferred to Iceland between 1971 and 1997 there are still around 1400 manuscripts held in Copenhagen.  The manuscripts transferred to Iceland had to be classified as "Icelandic cultural property" — broadly defined as a work composed or translated by an Icelander whose content is wholly or chiefly concerned with Iceland. Thus the manuscripts remaining in Copenhagen have as their chief concern matters not directly related to Iceland, e.g. the histories of the kings of Norway and Denmark, religious texts or translations from Latin and other languages. Read more about transfer here, and see the list of manuscripts in the Arnamagnæan Collection in Copenhagen here.