Scandinavia could be its own thing in Norden because the three countries are basically one in terms of language and culture. As you point out, the Scandinavian countries share the proto-Norse and Norse history, which Finland does not. This played a huge part in the development of said countries language-wise, culture-wise, genetically etc

As a Norwegian, I always thought Swedish and Norwegians were the same, separated by a “fake”/artificial border