They're also highly deregulatory. Denmark just got rid of its version of the FCC: http://reason.com/archives/2017/04/04/deregulate-the-fcc. Sweden's approach to building fiber in rural areas is a simple tax rebate of up to $600 for rural folks who choose to have a fiber line built. There's serious discussion in Sweden of things like water privatization.
So the challenge to implementing the "Scandinavian model" isn't just our "southern voters," who oppose more social spending, but also our "San Francisco voters," who insist on a narrow tax base bankrolling that broad social spending, more government intervention, etc.
And ultimately, it comes down to lack of trust. Americans don't trust each other, probably with good reason. Take abortion, for example. In Denmark, like most western European countries, abortion is only permitted up to 12 weeks absent special circumstances. And parental consent is required for minors. In Sweden it's 22 weeks, which is an outlier for Europe. In the U.S., 12 weeks with parental consent would probably be unconstitutional. Georgia, Alabama, Kansas, Louisiana, Oklahoma, etc., match Sweden at 22 weeks, and most blue states are at 24-26 weeks.
But in Scandinavia, there is some level of consensus, and abortions are readily available to women under 12 weeks. Even in "blue states," while one side has managed to wrangle 51% of the votes and get a 24-week deadline, the other side has managed to erect roadblocks like restrictions on abortion clinics, which make it very difficult for women to actually get an abortion when they're legally permitted to do so. We're a fragmented and distrustful society that doesn't trust each other, and our stalemates often leave us with the "worst of both worlds."