Scandinavia (and to a lesser degree the Nordic countries) is rich, capitalist and early adopting. This not only makes them a valuable market for Tesla. It also represents a threat if they exit. That market, alone, could enable a competitor to scale their EV production through the valley of death.
That's certainly a factor, but at least in Norway the government was quick to offer various incentives for EV (less fees, free use of bus lanes and so on) making it the largest early adopter of EVs in general (and Teslas in particular for the reasons you mentioned).
That either they convince Tesla to sign an agreement or they sell it all.
Norwegian politicians are also acting and eg. requesting discussions with Tesla in Norway to discuss the Nordic model with them.