For me it does make tones of sense as I, as a European, have understood that NATO is not a peace bringing organization. They _are_ interested and motivated by war. NATO is not my friend.
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.