Most acts continued to play over the weekend, but Oasis and the Pet Shop Boys pulled out of their main stage performances, issuing a joint statement saying it would be "disrespectful" to the families of the victims.
Eight people died and 25 were injured on Friday in a crush of fans while US rock band Pearl Jam were performing.
Most acts continued to play over the weekend, but Oasis and the Pet Shop Boys pulled out of their main stage performances, issuing a joint statement saying it would be "disrespectful" to the families of the victims.
Roskilde organisers hit back, accusing the bands of "causing the fans more of a risk as they will now seek out the other smaller stages".
Neil Tennant told BBC Radio 1's Newsbeat: "This makes me so angry, because eight people have died - the youngest of them was 17. I feel like they have just been brushed under the carpet.
"The response from the organisers was unbelievably insensitive, and their main concern was that the whole thing just went ahead."
He continued: "I don't believe that in Britain that would have happened. I think that, at least, the main stage activities would have been cancelled.
"If you speak to someone who was at the Roskilde festival you'll find that there was general support for Oasis and the Pet Shop Boys' decision not to play this event."
Investigators have so far questioned 150 witnesses in an investigation that is expected to last a month.
Meanwhile, a security guard at the festival has criticised the handling of the crush, saying the music should and could have been stopped earlier.
Security guard Per Johansen - one of a 60-strong team at the main stage on Friday - told the Copenhagen-based newspaper Estra Bladet that 15 minutes passed between the time people started falling and the music stopping.
Too many people had to approve a decision for Pearl Jam to stop playing, he said.
Johansen claimed he asked the security chief in the crowd pit three times to stop the music, before he eventually told a stage security officer. He, in turn, contacted the festival office and finally got hold of Pearl Jam's manager.
Roskilde spokesman Leif Skov said each security guard could not be expected to have a full overview of events.
A police spokesman had no comment on Johansen's allegations, but said investigators were looking into security arrangements.
Visitors from abroad are being requested through Interpol to contact the Danish police.
The festival ended on Sunday when Danish group D-A-D lit eight torches - one for each victim - and circulated them in the crowd at the main stage.
A 22-year-old man from Melbourne, Australia, remains in a serious condition in hospital, but police said his injuries were not life-threatening.