Are they though? Alcoholism and Seasonal Affective Disorder are rife in Nordic countries.

Do you have a reference for that? The World Population Review [1] says that alcoholism rates are similar to or less than the US, Australia, Brazil. And definitely less than many other countries around the world.

[1] https://worldpopulationreview.com/country-rankings/alcoholis...

These countries often have strict rules about alcohol which reflect this. In some parts you had to buy alcohol from a government store. Then there is usual tactic of taxing it to death. As a result illegal alcohol production is common out in the countryside.