Are you really asking which countries are at war in Europe at the moment?
Perhaps it was a worldwide question, not only Europe.
Also war has become too formal and require a lot of paperwork, so countries have been using weird names while bombing other countries. I guess the GP didn't care about the exact name.
There are some interesting questions like how much in the entry and annual fee to keep the friendship.
it helps breaking down the world in black and white to understand complex matters, but I wouldn't exactly paint the NATO white.
Anyway, for Finland, they lost 9% of their territory in 1940 https://en.wikipedia.org/wiki/Winter_War and they may be afraid of other invasion.
For Sweden I have no idea. But after playing a Risk-like game with ships for too many years while I was young, I think that https://en.wikipedia.org/wiki/Gotland is a nice place.