Fundamentalism is a recent branch of Protestantism. TFA is about exorcism as a rite and only mentions Catholicism. Scandinavia has always* been traditionally Lutheran rather than Catholic or Protestant. Lutheran and Orthodox (and maaaaybe Anglican) have exorcism rites, otherwise it's going to be a preacher doing an exorcism he invented after the DSM was created.
(* not "ALWAYS" but you know what I mean)