Perhaps that is because many of the Nordic countries are about the population of a large metro area. Finland, for instance, has about 5 million people.
[0]: https://en.wikipedia.org/wiki/List_of_states_and_territories...
[1]: https://en.wikipedia.org/wiki/List_of_metropolitan_statistic...
Furthermore, most countries in the world have a population less than 10 million. Finland is a normal sized country - it's the US that's anomalous in that it's more like 50 normal sized countries in a union.
https://en.wikipedia.org/wiki/List_of_United_States_governor...