Air carrier First Officer reported receiving a CPDLC clearance with an incorrect altimeter value for the arrival airport creating concern regarding conducting the approach within mountainous terrain.

Narrative

We were direct to the RLG VOR; on with Denver Center; in our descent. We were given a clearance via CPDLC that said; 'DESCEND TO AND MAINTAIN 16000FT. /DEN LOCAL ALTIMETER/ ALTIMETER 30.26IN'. The First Officer (FO) accepted the clearance; and 16;000 was set in the altitude window. As the relief officer; I was in the jumpseat; and I was listening to the EGE ATIS on comm 2; which was barely coming in while holding the squelch button. I noted that the EGE altimeter was 30.51. As we approached transition level; we queried DEN Center; as to the correct altimeter setting. They remarked something about how it was a 'known issue' (he may have said something else; like 'anomoly'; but I can't recall) about the supplied altimeter setting that came across in CPDLC; and issued the EGE altimeter. Our Flight Operations Manual (FOM) procedures say that we should be using the ATIS altimeter setting once we are switched to Approach Control. EGE has a Control Tower; but DEN CENTER is who gives the approach clearance. We never leveled off; as we then got the standard clearance to cross RLG at or above 14;000....cleared the LOC Z 25 approach; which keeps you in a continuous descent. At the transition level; the altimeter in EGE was set. I am submitting this report as informational; because I think this presents a threat. The altimeters really were 30.26 and 30.51 that day in DEN and EGE...so it was not a false value that came with the CPDLC. I have double checked this with historical METAR data from that date. But with such high terrain; and a complex airport and procedure that involves things like cold weather correction; a difference of that much could be critical if its missed. If DEN CENTER is issuing the approach clearance into EGE as they normally do; then they are the ones that should be providing the field altimeter. They did when we questioned the difference at the transition level; but such a different value that is being transmitted from the field in DEN could definitely be a threat if somehow the crew were to use that value when passing the transition level; which; remember; is only about 10;000 ft. above the airport elevation; and much closer to the surrounding terrain.