Scandinavian countries are not socialists. They are on the other hand all monarchies, which they have pretty much been since time immemorial.

You properly know the three scandinavian countries on Norway, Denmark and Sweden, but these are actuelly unions of smaller countries. Each of these small countries used to have elective monarchy. That is a monarchy where the king was elected for life. The king was elected at the Ting and the Ting was the kind of the juridical and legislature part pf the system, with the king enforcing and following the laws and rullings.

The problem here was that even though the countries more or less choose kings from the same family, one country might choose the old kings brother and another would choose his son and because people wanted to rule the entire region that often lead to wars. So to avoid civil war it slowly became custom to always choose the son of the old king around the 16th century, while at the same time the kings took more and more power away from the Ting.

With the power always going directly from father to son, the Scandinavian kings where able to centralise it much better and as such they where able to enforce absolutisme from 17th to the 19th century, where they became constitutional monarchies.