Based on the years I spent there, I'd say it's more about expectations rather than anything else. Foreign media (as well as the Swedish media and politicians) has a tendency to point out Sweden as the perfect example of everything (until the pandemic, that is), but in reality it's just another European country with a majority culture derived from Germanic bronze/iron age tribes.

There are small differences, of course, but the main differences between living in Sweden, Denmark, or Finland is basically down to language differences (especially here in Finland) and different ways of managing various administrative tasks. Norway is a bit of an outlier, but it's not really _that_ different either.

I've never actually lived in Germany so I can't tell how different it would be for you, but it's not like there's any radical change in peoples' manners and culture if you walk from Flensburg to Padborg and the way I see it, it's more of a cultural continuum stretching northwards, rather than a bunch of separate cultures.

If you want to live in the Nordics then go for it. We like to bitch and whine about it, but there are few other places that are so delightfully average.