My dad is half Norweigen, half Danish. He HATES the Swedes, but never met one. To him, it's a matter of pride or something. I never understood it. It's not like he lives in Scandanavia.
Your father has to be quite a guy; the heroic Norwegian blood in him, along with the mellow, laid-back, warm, friendly, casual, informal blood of the Danes, a good combination.
Yup, it's funny with parents, grandparents, etc. here in the US getting upset about Scandinavian history, huh?
I think it's a hold-over from first immigration biases and folks passing it down.