"Too high" is not an objective measure.

If the people of Scandinavia feel that what they're getting in return is worth it, they'll pay the taxes.

People in Scandinavian countries have a higher amount of trust in their governments too. I'm sure that has a lot to with it.

Someone who believes that their tax money is going to be used for the legitimate(In his or her mind) needs of society has a greater incentive to pay them than the person who believes that their tax money is going to be used to pay kickbacks to the political allies of the people in charge.

Exactly this, trust. People give money to churches willingly when they trust the Church will use those funds to do good work. People pay taxes willingly when they see that they are being spent on things that help the community.

When that trust erodes, through government sinecures and throwing too much money at a brother-in-law's construction firm to build infrastructure, etc. Then people are unwilling to fund that activity and limit their tax payments as much as they can. And when they really lose faith as they did in Greece it seems, well not paying taxes seems to be more common than paying taxes and the whole thing breaks down.

That's wishful thinking. It's really matter of how the culture has evolved.