This is why virtually all Nordic households have blackout curtains.
Never used blackout curtains in Oslo or Trondheim, absolutely needed them in Finnmark. I wouldn't say that blackout curtains are the norm in the Nordic countries, especially not Denmark.
But if you're in a place where there's midnight sun, I suggest getting some.
I'm similarly puzzled as to why many other countries don't seem to have these. I've never managed to sleep as well elsewhere.
Blackout curtains themselves do a good job, but have a lot of side bleed. Blinds even out the problem by.. also adding side bleed between each of the sheets.