I'd love to know the reason why they want to join! I would assume through some sort of pressure, but I am only guessing now.
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.