In my opinion, Scandinavia's good social policies comes from generations of dying of cold and hunger if you didn't occasionally get help from your neighbor. There is a spirit of cooperation with no expectation of being paid back, which has grown into the current system. External commentators will sometimes say that a system like this only works when you have a very homogenous society, but many of these cultures were quite isolated until the modern age, e.g. nestled in a tiny community in a valley somewhere, with only rare journeys outside. The equality principles have as far as I know only existed since the 1960s. (Note that I am speaking from a Norwegian perspective).

A lot of people forget that large parts of Norway, Sweden and Finland were dirt poor as late as the 1930s. These are very harsh climates to live in if you don't have trade and modern technology.