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The Nordic countries have had an extreme Protestant majority ever since the Reformation. In 1950s Finland, 95% of the population was a member of the national Lutheran church! That's practically everyone.It's not the same protestant ethic. In nordic countries most are counted as members of a church nominally still today, but they hardly believe in anything. Only 20% or polled Danish even say they believe in Christ for example, another 20% states they are atheist, and the majority is totally indifferent.
The US got all the religious hardcodes, calvinists, the Puritans, Quakers et al, and let the define the national ideology beyond the church, and piled an Old Testament mentality on top of it.
Even today when the nordic countries have mostly atheists or totally indifferent nominally religious people, the US has a large population deep on Old Testament.
>At the same time, these 95% Protestant societies were heavily unionized, built up strong social safety nets, and offered long vacations, public health care and other worker-friendly policies.
In the forties and fifties, that is post war world II, the US was "heavily unionized" too. It was the golden era of the unions. But that (influenced by the tradition of leftists and labour rights activists in the US and the post war boom in the economy) didn't last long (e.g. after McCarthy), whereas in nordic countries, if not the unions themselves, those "safety nets" and worker-friendly policies remain respected.