Not really. I don’t presume to claim to know what “most” people think, but placing Scandinavia in north-western Europe is hardly eccentric [1, 2]. Furthermore, its history, politics and certainly its genetics are fairly intertwined with north-western Europe so it’s a sensible categorisation.

[1]: https://en.oxforddictionaries.com/definition/Scandinavia [2]: https://en.wikipedia.org/wiki/Northwestern_Europe