For example, Sweden had school breaks around the time of the large outbreaks in northern Italy and Austria, leading to many ski vacations to those areas. Did the other Nordics?
To be clear, I don't proclaim this little example to be an explanation for why Sweden had more cases, only to shine some light on how complicated things can be. It is not clear that Sweden's response "failed" and it certainly isn't "pretty obvious".
Yes, Norway and Denmark had ski vacations at the same time with a lot of travel to the Alps. All three countries had very similar initial conditions and trajectories for the epidemic until early April. The differences in outcomes were clearly related to policy decisions made in March and April.
Meanwhile, Norway has almost twice the per-capita GDP of the other nordic countries. Finland has no large metropolitan area. Sweden has more people in elderly care. Lots of factors to consider, but geographic proximity isn't really one.
You are begging the question. France might have stricter rules, but didn't enforce them. German police enforced (and enforces) the rules that they have in terms of contact tracing, quarantine/isolation, indoors mask rules, regional/local lockdowns etc far more rapidly and stringently than France, Spain, UK or US. (Not as well as East Asian countries, but in European comparison the stereotype of following orders kind of works.
Also Sweden does not only have geographic proximity to Norway and Denmark, but similar holiday travel behaviour, similar wealth level and business travel pattern, similar cultural mores of proximity. A far far more even comparison than with France, say. (And yes Finland has cities, ever heard of Helsinki with 1.4m people in the metro area?)
It then makes sense to compare Sweden against all other European countries instead of just those few neighboring countries.