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.
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.