There are many differences among these nations. Some are densely populated (the Netherlands), some sparse (Australia). No comparisons I've ever seen amongst them however remotely suggests that as you add more sophisticated social welfare policies, this reduces social cohesion. On the contrary, such policies tend to smooth out the effects of inevitable industrial change, rendering populations more resilient. It's no accident that nations clinging to relatively crude social policy (the US, the UK) have far lower economic mobility than those using the state of the art (Sweden, Germany). And it is about sophistication, not absolute expenditure, by the way. France, for example, has high spending, but it's badly targeted and rendered inflexible by traditional interests, so on many indicators other than health, it looks more like the laggards (US, UK) than leaders (Sweden, Denmark, Canada).