There is not, I think, a single country, Scandinavian or not, that has a socialist government. One even has a king and queen! They do have a number of social government agencies though. They also, incidentally, all have millionaires as well! I don't think a socialist nation would have any of those either.
Of course they have millionaires! Do you think socialism denies people the fruits of their labor? Nossir. It guarantees them a larger share of it. What is noticeably lacking is Billionaires. There are no billionaires.
Their government can take any form, depending on what folks want and are comfortable with as long as it is democratic.
Just because the working models don't fit your definition of socialism doesn't disqualify them from being socially oriented in their legislation rather than focusing on capital.