By citing history as it happened? Danish were elective monarchy, the treaty of Kalmar as it was written, the succession and disputes over them... I agreed the reasons could speculative, but many of your arguments are historical wrong or doesn´t take into account of what transpired prior or under. So pardon me for having a "skewed" perspective when looking at things objectively and not arguing that historical things like a treaty and succession laws are not like they are known.
Denmark went away from elective monarchy in ca. 1700, which were roughly 100 years after Sweden...
The buildings were similar, the language were similar, their heritage were similar, their customs were similar, their genes are more similar than fins too (please note a say similar, not equal). The whole history since and during the vikings were intertwined both political, cultural and historical to each other and claims on each three kingdoms were often made at different times also supporting the association with each other.
Even the swedes I know have shared this view that we have more in common, apart from the obvious rivalry that have grown over into football. The rise of recent speculation of a union again like the Kalmar that began just after WW2 and began as the nordic council, also suggest that they are more similar as do most historians recoignize the historical and cultural similarities. Many of the laws are similar and some of the laws even have joint preparations with at least Sweden, Norway and Denmark which makes many of our laws similar. And then there is the scandinavism that were formed in the 19th that was based on the beliefs based on the common ethnic, linguistic, political and cultural heritage of the Scandinavian countries of Denmark, Sweden and Norway.
Yes these things are not by themselves proof of the similarities, but the sheer amount of these things are a heavy indicator at least. And I disagree that cultural spheres are only linked by the seas, since the three nations relied and intertwined heavily with each other, in part due to their heritage and common culture which made things a lot easier.
Again, you are welcome to sent in private