Royal power in Sweden (including Finland) and Denmark-Norway had a vested interest in lutheranism. The King replacing the Pope as the head of the church was a very, very, very lucrative prospect. Not only did the church have a lot of wealth in the form of religious idols and art, churches, monastaries and other things, it also owned a lot of the arable land in those countries.

Sweden: 21%.

Norway: 41%.

Denmark: 37%.

Finland: 2,5%.

This land was siezed and became royal land, providing a steady source of income for the state and allowing it to start centralising and provide a standing army, a huge advantage for these countries in the early modern era.

For Sweden, this was a gradual process from 1527, when Gustav I siezed the Archbishopry of Uppsala and made it a royal province until 1600, when katolicism was outright banned.