They’ve never had a reason to not trust their governments.

From how people actually from those countries (and not approving Americans) seem to me, the main reason their governments function well is exactly that they don’t have too much power or bureaucratic depth to brew something bad, and because people don’t trust them or respect them too much.

I’d say that’s the reason these are “among the happiest countries in the world”.

That they don’t “trust” the government (the way approving Americans would want to), they just don’t fear it or treat it as magic. And I think most people elsewhere willing to live “like in Scandinavia” would push things into the opposite direction, if given their way.