All of these countries are not the right baseline to compare against. Funny, how positive shutdown results are hand waved away with population density and so on, while Sweden never gets compared against the other Scandinavian countries Finland and Norway. I know Finland is not technically Scandinavia, but a better to compare Sweden against than Denmark.

Population density calculated is not really a meaningful measure if you want to figure out how "densely" most people in the country live and it's completely useless in this case.

Sweden has an urbanization rate of over 85% and if you only look at the density of the area where most of the population lives it's not that different from countries like Denmark or Austria and some degree to Germany.

On the other hand, currently the covid infection rates in Sweden are flaming red in the sparsely populated Gävleborg and Västernorrland counties which you can hardly describe as "urbanized". The counties in Finland (Österbotten and Sadakunda), across the Bothnian Gulf on the same latitudes, have higher population density, but have not had this high infection rates, at least so far.

But I agree with the point; urbanization rate in the sense of having lots of people using public transit might have significant bearance on the spreading of the epidemic, while population density in the sense of people/km² is utterly irrelevant.

Why is it better to compare Sweden against Finland, which is not Scandinavia, than to Denmark, which is?

Similar population density, similar climate, similar lifestyle. Denmark is to far south and to small for that. Denmark more closely resembles, say, Belgium or some northern states in Germany.

Finland, Sweden, Norway, Denmark and Iceland form an entity that has shared history, culture, legislation and many other traits that make them comparable. For decades, the legislation, regulation etc in the countries has been developed together (often with Sweden as the progressive model that others are following, though that has now turned around a bit).

Geographically it is not so important that there is a bit of sea between Sweden and Finland (Scandinavia vs. Fennoscandia); this sea used to be something that connects, not something that differentiates between the lands.