Most of Canada (population wise) is about a hundred miles from the USA. They even speak the same language! Yet ... assuming a similar set of moral archetypes and social behaviors on that basis would be a mistake.
Do you think Seattle is more similar to Vancouver or to some city in Alabama?
It's not an absolute rule for sure, especially over a short period, just look at Korea. However I've found that distance generally plays a very large role in culture, especially if given enough time. Of course it doesn't determine everything. You can find completely different cultures in different blocks in New York city. People don't always see eye-to-eye with their neighbor just some meters away.
In the case of Estonia & Scandinavia the history is rather long and entangled. There are the Vikings, who liked nearby islands - including islands of Estonia that aren't Scandinavia. There have been periods where Estonia was conquered and part of both the Swedish kingdom and the Danish kingdom. Even the Danish flag is attributed to a battle in Estonia. [1]
Would I say that Estonian culture is a copy of Swedish or Danish culture? Definitely not, there are significant differences. There are also big differences between rural and urban areas. There's probably more similarities between Estonian farmers and Swedish farmers than Estonian farmers & Estonian software developers.
At the end of the day, you can't deterministically say anything at all about a group of people, even if it's a small group. Saying something general about people in an area as large as Scandinavia is always going to be probabilistic.
Geography is interesting, but not deterministic.