There were attempts to do it, like the currency union and later on the passport union so it doesn't seem like a far-fetched idea. Maybe if the formation of the EU was delayed a kind of Nordic alternative could be possible. If we then assume that Norway, Iceland and Denmark somehow followed Sweden's example and stayed neutral after the war instead of joining NATO, a Nordic Union could be a political bloc as well and possibly weaken American influence in Europe during the cold war.
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There were attempts to do it, like the currency union and later on the passport union so it doesn't seem like a far-fetched idea. Maybe if the formation of the EU was delayed a kind of Nordic alternative could be possible. If we then assume that Norway, Iceland and Denmark somehow followed Sweden's example and stayed neutral after the war instead of joining NATO, a Nordic Union could be a political bloc as well and possibly weaken American influence in Europe during the cold war.