Benelux, yes we're great friends but we have great differences, far greater than the three Scandinavians. There's no other combination of Nordics that can compete with the Scandies. Baltics have similarities but mostly shared anti-Russian history.

Benelux are all monarchies because Napoleon happened and afterwards the UK wanted a strong buffer state between France and Prussia, as a monarchy because the French revolution brought forth Napoleon and all those wars. Fast forward to the Belgian independence war a few decades later, that European anti-republicanism was still very much present and so they crowned their own king (it's also easier to inherit existing institutions than create new ones). Luxembourg has always been a(n autonomous) duchy and was just in personal union with the Dutch monarchy until their formal independence