The GDP change in 2020 for Sweden, Norway, Denmark and Finland were -2.8%, -0.8%, -2.7% and -2.8%, respectively.

Sweden had no advantage over its neighbors on the economic outcome, and you'd need to cite real data in order to make an argument for mental health. Naïvely assuming a causal relationship with quarantine measures for both without considering positive effects of better health outcomes (and other factors) is fallacious.