"While the countries have very different population/area ratio their capitals Copenhagen/Oslo/Stockholm are comparable."

I would say not even close....

Population:

Oslo .. 673,469 -- Barcelona .. 5.515 million -- Madrid 6.55 million --

Population density:

Oslo .. 3,500 people per square kilometer -- Barcelona .. 16,000 people per square kilometer -- Madrid .. 5,400 people per square kilometer -- `