Been contemplating the notion of a unified Scandinavia for a while now and the more I think about it, the more the idea appeals to me.
First of all it the languages, history, culture and societies are very similar so we would not experience the same asymmetric problems as within the European Union (EUSSR). Secondly our politicians want another step above national, which is one of the main reasons they love UN and the Euro, so if we can give them that within a structure and with a foundation much more resilient than anything else available they may accept that option rather than a fascist EUSSR. Thirdly the unified power and strength of Scandinavia would give us a much stronger voice in the world than today were Scandinavian countries are divided and trying to voice opinions one by one.
There is really no downside - depending on how such an entity would be put together, what kind of constitution it would have and so on. But with the right people at the helm and if such an idea can be accepted by the people, why not?
Interesting idea nevertheless and I think I will play European Universalis III a bit more while contemplating how this could work.