Scandinavia is purely a geographical construct. Norway is only partly affiliated with the EU

The European Iron and steel Community was a restricted economic union of six European countries created after World War II to regulate their industrial production under a centralised authority.

The EU is a political Union creating ever more centralisation of control.
Harmony may exist in the good times, but in the hard times of economic contraction who knows the outcomes? Largesse can paper over the cracks, but for how long, especially with the loss of the UK contribution to central funding?