Yes, to be clear, I wasn't knocking him for being either Christian or Nordic. I just get the impression, never having visited there, that folks in the Nordic countries are more introspective, and possibly depressive, than elsewhere, and I wonder if some of it might actually be caused by the philosophy that many of them adhere to, propagated by folks like Kierkegaard. However I hasten to note that my knowledge of Kierkegaard is very limited, and my knowledge of the culture of Nordic countries mainly comes from the films of Ingmar Bergman, the writings of Strindberg and Ibsen, and the art of Edvard Munch ("The Scream" guy, lol).
Or it could just be a lot of Seasonal Affective Disorder in northern countries.