Perhaps that is because many of the Nordic countries are about the population of a large metro area. Finland, for instance, has about 5 million people.
According to this[0], there are 23 states with a population of 5 million or more. So, roughly half of US states have a population as large as the country of Finland. Also, according to this[1], there are 9 metro areas in the US with a population of 5 million or more.
Well, that's my point. It's about the same size as the average US state. Any time a nordic country is mentioned, there's this same comment that it is obviously easier to do XYZ there because of the small population. Well, it must be equally easy to do it in a US state, right?
Furthermore, most countries in the world have a population less than 10 million. Finland is a normal sized country - it's the US that's anomalous in that it's more like 50 normal sized countries in a union.
I would guess that if you look at the northern midwestern states (which were heavily settled by people from the Nordic countries) with a population around 5 million, most of them are as well run as Finland.
What's the most powerful political position in a US state, comparable to the prime minister in European countries? Speaker of the House of Representatives? At least Michigan has a 31 yrs. old Speaker of the House currently. Or is it more like state governor is like both the European prime minister and president combined?