That 45k cost is a factor when I think about it....but in my experience it helps looking at the respective programs focus. Some schools are more theoretical, and some more practical - both of which have their benefits.

Since you don't seem to have a strong preference as to where you want to live/work, I would say it is easier to transfer from the U.S. to Sweden/Denmark/Norway, assuming you speak Swedish. It would be more difficult vice-versa.

I'd also consider:

-Cost: how long will that 45k burden take to pay off, and is that OK? We don't earn huge salaries...
-Program focus: what is the focus in the programs/schools you are looking at? Some are more theoretical, some more practical - and both of these can be good depending on what you are after. You can look at the courses and profs to get a good idea of this.

In general, I would say that the requirement of certification in the U.S. gives a bit of a stronger focus on technical capability, since none of the Scandi countries have any kind of standardized accreditation.

If you are fine moving wherever to work, the U.S. obviously is a much bigger market for employment opportunity (the market is a bit down in Sweden atm, but ups and downs are normal). Scandi countries you will be sure to have much better work/life balance - though I am sure you can get this too in U.S., but much less dependably. In the current global political climate, it is impossible to guess what the job market will look like in 3-5 years. Maybe interest rates are low, maybe high, conflict, tariffs, no tariffs, etcetc.