It's a social glue that holds every culture together, and it never has to make much sense.
What differs between them is not how much crap you'll be in, but the shape of the cow. You like it, I dislike it, and you'll feel like you aren't pressured to conform, while I'll feel like the world around me is utterly insane.
The woman I mentioned speaks six languages because shes lived in as many countries, including the African and the European Mediterranean coast. Her's was a comparison.
Also, all of the countries you listed are Nordic except for India. India, of course, is an extremely rich country, three times the size of Europe with lots different sub-groups. Who were you with in India? The ruling class Brahmins? The English educated children and grandchildren of the mandarin class? Or amongst the day to day laborer?
Talking to her, she'd often bemoan that the prejudice that Nordic societies are very conformist is true.
Which is in line with what Ive experienced with Nordics