History happened. The "Vikings" could influence Europe because the early mediaeval states were so weak. The Scandinavian region did not have the demographic or other economical resources to challenge the later medieval, renaissance or the early modern nation states of the rest of Europe.

Also the Americas the "Vikings" found didn't hold any ready riches. They did try and start some colonies, but they were too weak then to try, effectively chased out by the native americans. Don't forget, the Americas wasn't even where anyone wanted to go. It was an obstacle for the immensely lucrative spice trade Spain wanted to try by going west instead of east. It's only later on the Americas turn out to have exploitable resources and we can in hindsight say, "wow the Americas was really rich". And later on Scandinavians competed with infinitely more resource-rich European states for a piece at the table.

Both Sweden and Denmark tried to get into the colonial game in the 1600s. Sweden had a colony along the Delaware river, but it was something of an afterthought in a nation focused on solidifying control of the Baltic. The colony was subsequently captured by the Dutch and shortly thereafter taken by the British. Sweden's Great Power status was a giant with clay feet and only lasted about 50 years.

Both Denmark and Sweden tried to muscle in on the slavetrade and Carribean plantation economy, but again, as smaller weaker nations couldn't stand up to the big Atlantic powers on their own. Sweden's attempt at slavetrade in Africa had some initial success but basically got squashed by the Danish and English, and IIRC everyone else that happened by. Denmark had some success, considering the relative weakness compared to the main European powers, mainly as a small neutral party that could keep the game going when bigger fish fought amongst each other. The US Virgin islands used to be a successful Danish plantation/slave economy actually. Sweden eventually in the 1700s managed to get a Carribean colony but it wasn't suitable for large scale cultivation and really only had the benefit of good port.

There are multiple other reasons too that play parts in this. Denmark and Sweden was often busy with wars with each other and spent the better parts of the 1500s exhausting each other. AS I mentioned Sweden was more "eastwards facing" and thus often deeply engaged in trying to control the Baltic sea and it's trade, fighting Poland-Lithuania and Russia in long wars. The Danish king could fall back on the Öresund toll to raise enough money to literally living like a renaissance prince. Sweden's diplomatic position at the time was also often not conducive to maintaining a colonial empire, i.e. their Baltic ambitions ran counter to the British and Dutch interests so it was often opposed by some of the greatest maritime powers. All of this though is subsumed by the larger overarching problems of being nations too small and too poor to fight off other colonial powers.