It's not mysterious, Finland gets included and Denmark removed because the maps identify the "Scandinavian Peninsula", and is assumed to be the same, whereas the Iberian Peninsula is "Spain and oh yeah Portugal too" as its own separate word, nobody throws around "Iberian" or really thinks to include part of France or Andorra, assuming they even know of the latter. It also doesn't help that in Ohio the Finns mostly integrated in unnoticed, the original settler of my county was a Finn named Aksel Sjöberg but we named the harbor for the Algonquian name of the river and he was from Vaasa and while the early settlers for my county were a mix of Swedish, Italian, and Finn I gather Vaasa was the home for most of them so as you can guess they mostly got lumped in as Swedish. Something like 70% of the Finnish immigrants to Ohio settled in my county yet not a single town I can think of sports a Finnish name, almost all Algonquian or Presidential or such, our neighbors tended to name their towns for some place back in the 'old country' which ever that happened to be. Even Finnish surnames are pretty rare, or kinda sorta, most got quickly shortened to Maki or Jarvi or such then turned to Mackey and Jarvey, etc. and if you ask the bearer most will say it is a Scandnavian name or Swedish or even Irish, even when the genealogical archives say definite Finn.
Which is probably more than you ever wanted to know about the Western Reserve But yeah, the maps commonly identify Finland as being on the Scandnavian Peninsula, and if you ask someone to identify the culture that includes Sweden, Norway, and Denmark but not Finland they will probably say "Viking". At least in my neck of the woods, and I'd guess the US, I've no idea if the confusion elsewhere roots to the same thing. For the US anyway, especially once you get away from the original Northeast areas, the country is very rectangular with standardized sub divisions and borders that never have shifted, I'm actually fairly sure that's why the not-entirely unjustified stereotype about poor American geographical skills originates.
- Albert Einstein
King of Cairhien 20-7-2
Chancellor of the Landsraad, Archduke of Is'Mod