You wonder why? Because NATO is the offensive alliance of the Global Deep State. NATO replaced the USSR as the hegemonic threat to the world.
Sweden and Finland border Russia. They are independent nations. They could choose to stay somewhat neutral, they could align with NATO, or they could align with Russia. They apparently more comfortable choosing alignment with NATO. The reason isn’t the Deep State, but the Russians right across their border who invaded Ukraine and have threatened to invade other countries as well.
To be clear, who are you aligned with? NATO or Russia?