Amongst lots of factors that played some contribution, I am informed that for Sweden it is essentially easy to understand: The massive growth and prestige of, especially, Ice Hockey, and to a much lesser degree, the same with Skiing (and other Alpine/Winter events).
Easier to get in to, less competitive and as a median, much more rewarding than tennis. Also football, but in less consistent fashion - peaks and troughs.

The massive boom in Swedish Ice Hockey fanaticism - for men, as though you don't state it explicitly, that is de facto your scope - began (I am told by a fanatical Ice Hockey Swede) after their World Championship in 1987, and has continued until the present day drawing away competitors in many other sports. With Sweden's men's team thereafter often being world #1 and rarely outside of the top 4, and adding in the two Olympic golds, numbers of Swedes have exploded in worldwide hockey leagues including the super lucrative NHL.

Thanks to my friend Thobias for this info - and a lot more on the subject besides; which I won't bore you with here

I think for Finland Ice Hockey is probably a good fit too, though not so much for Norway and Denmark. For Norway, skiing is probably a factor, as they are, by head of population, simply astoundingly successful at it.