If this is you major complaint, I'm not sure you can call it "not a fairy tale". There is a vast body of research (e.g. [1]) that points out the public health benefits of this alcohol policy. Scandinavians also have a very different drinking culture than their southern neighbours; as the article you link to notes, more than 65% of the population drink 0 units from Monday through Thursday, and then drink a lot during the weekend. When the drinking habits are so different from continental Europe, why should public policy be the same?

[1] http://www.dldocs.stir.ac.uk/documents/nad42.pdf