The rainbow colors also caused a sensation in the EM quarter-finals in Baku - although they weren't even visible over a large area.
Before the game between Denmark and the Czech Republic kicked off on Saturday, photos showed how two stewards were having a heated discussion with Danish fans.
They had brought a small rainbow flag to the Olympic Stadium.
The flag disappeared shortly afterwards.
The European Football Union UEFA announced on Saturday evening at the request of the German Press Agency that it had not instructed the stewards in Baku or in other European Championship stadiums to confiscate rainbow flags.
The incident is being investigated, wrote the umbrella organization, the flag had been returned to the fan.
UEFA said it had initially received information that the Danish supporter was "very drunk" and had trouble with local fans.
"Of course we will get in touch with the UEFA delegate, the UEFA security officer and the local authorities to sort this out," it said.
As announced, UEFA partner Volkswagen did without the colorful lighting of its own advertising boards in the game on Saturday, which were last seen in the round of 16 and in the quarter-finals on Friday evening in Munich.
VW had stated the day before that UEFA had “concerns” “with regard to the legal framework at the venues in Russia and Azerbaijan”.
VW also did without the first quarter-finals on Friday in St. Petersburg. The car manufacturer stated that it regretted the development. At the request of the German Press Agency on Friday evening, UEFA referred to the local laws with which the sponsorship campaigns had to be compliant. The umbrella organization also announced that Volkswagen would stick to the campaign in the quarter-finals alone. "All other sponsors have decided to stop using rainbow colors in the tournament" because the "Pride month" of June was over.
The rainbow colors as a symbol of tolerance and sexual and gender diversity had already been a huge EM topic last week because UEFA had banned the Munich arena from shining brightly for the German game against Hungary. This was preceded by a motion from the city of Munich, which was also aimed at protesting a law passed in Hungary that restricts young people's rights to information with regard to homosexuality and transsexuality.