History, war, The Greatest Happiness. ( The Greatest Happiness is to scatter your enemy, to drive him before you, to see his cities reduced to ashes, to see those who loved him shrouded in tears, and to gather unto your bosom his wives and daughters.- Gengis Kahn)
It actually existed once, containing parts of modern Germany, Norway, Russia, Estonia, and all of Finland. Notice how glorious sovereign Denmark has never been even partially ruled by Swedish Scum, while the vice versa is quite untrue.
Sweden has always tried to unify Scandinavia since the start of Sweden itself. Sweden and Denmark have fought quite a few wars (many c. the Viking age) over Norway since she's so beautiful (and oily rich).