Its _not_ a shocking new discovery of Scandinavian collusion in colonisation and empire building.
The US Virgin Islands used to be The Danish West Indies until 1917, also there were colonies in present-day Ghana and in India - at least part of the Andaman and Nicobar islands, as well as a couple of places on the mainland whose names escape me. Iceland was Danish until WW2.
Today? Greenland and the Faroes remain (sort of) in the Danish Empire.
Norway, being in union with Denmark when the empire building took place, bided its time until the nineteen thirties, when a group of whalers occupied parts of Eastern Greenland, an occupation which was backed by Norwegian authorities after the fact until the League of Nations told us to snuff it.
The Swedes, too, dabbled in colonialism but never really putting their heart in it; the only overseas colony lasting more than a few years was Saint Barthelemy in the Caribbean, which was Swedish from the latter part of the eighteenth century until the late nineteenth century.
The UK protested meekly for a little bit, then I guess realised it was worthless enough not to be worth arguing about.
Bouvet looked, to put it mildly, barren, mostly covered in ice as it is, and the few bits not covered in ice looks pretty much like the less hospitable parts of the Moon.
I'd pass.
(Oh, also we possess the slightly larger but no less barren Peter I Island, which for a while after it was discovered in the 1820s was the southernmost known landmass.)
We really ought to reiterate our claim to North America, though, what with Leiv Eirikson, L'anse Aux Meadows an'all.
Denmark–Norway held colonial possessions in India for more than 200 years, including the town of Tharangambadi in present-day Tamil Nadu state, Serampore in present-day West Bengal, and the Nicobar Islands, currently part of India's union territory of the Andaman and Nicobar Islands.
The story is more nuanced than your "Briton who just happens to end up in Sweden" summary though.