I am not aware of any problems between Russia and the above countries over the last decades. It is worth mentioning that Finland owed its prosperity to the Russian trade since WWII. About 80% of their businesses worked for the Russian market, about 25% had most of their business with Russia.
Russia can’t be trusted ... period
Sweden and Finland aren’t going to wait to be invaded
and if you care to look carefully at past history, you WILL find Russia causing a lot of problems with its other neighbors
so the warning is clear