This whole approach of trying to understand Nordic and European countries from the angle of "Socialism" is just stupid. The link between these countries and historical Socialism (i.e. USSR) is so weak that the term Socialism just serves to scare and mislead.
We are talking about capitalist democracies with some government run social services, like health care and unemployment, for example. We are not talking about socialist or communist countries which have a dash of capitalism. The policies in these countries, like affordable healthcare and education are also very popular in America once you drop the BS "socialism" framing.