To defend the free market position though I don't agree with it, an evil party can be elected in those countries who could purposely mismanage the welfare state and destroy it. Then they point to the ruins and say look this doesn't work adopt our new evil system. Canada and UK try to do this whenever an ultra conservative local or national gov is elected. They can purposely fuck it all up with a wave of the hand which is why relying on government is risky.
Nordic countries also have strict speech controls and censorship which is why a lot of artists leave those countries. Banning films and literature is common