People always talk about the winters, but the thing that really messes with you is the summers, if you're light-sensitive then that's a really long period of not getting any proper sleep.
By contrast, in my experience artificial lighting in the polar night helps but just can not warm my soul enough to dispel the oppressive dark mood of winter.
I'm similarly puzzled as to why many other countries don't seem to have these. I've never managed to sleep as well elsewhere.
Blackout curtains themselves do a good job, but have a lot of side bleed. Blinds even out the problem by.. also adding side bleed between each of the sheets.
Never used blackout curtains in Oslo or Trondheim, absolutely needed them in Finnmark. I wouldn't say that blackout curtains are the norm in the Nordic countries, especially not Denmark.
But if you're in a place where there's midnight sun, I suggest getting some.