Not true. Paradox has opted for an alt history reality in Vicky 2, just as in Vicky 1, where Norway, with its own parliament, army and merchant marine is instead an integral part of Sweden. It should be a satellite. VIP and other mods corrected this.
So with the current setup, it will be easy as pie for the Swedish player to form Scandinavia and live out their delusions of grandeur!
In Vicky 1 vanilla it was the same thing. Just support Denmark in their war with Germany, and voila, Scandinavia forms. Way too easy and unrealistic.