Scandinavia: Norway, Sweden, Denmark
Nordic region: Scandinavia + Finland + Iceland
Baltic region: Lithuania, Estonia, Latvia

I don't find the language difference irrelevant at all; mutual intelligibility is essential to 'Scandinavia.' And Finnish is more closely related to Hindi than to the North Germanic tongues. Besides, the proportion of Finns who speak Swedish is small & shrinking.

But even assuming that it is irrelevant, as you say: Culturally we don't have more in common with you guys than with the Brits or Germans - maybe less. Politically and economically, most of Western Europe is welfare capitalist by now, so that doesn't count for a lot.

However, if you really, really crave to be Scandinavians, we just might let you. Provided, of course, that you quit accusing our cross-country skiers of doping based on pure transference!

The world's northernmost desert wind.