For Sweden I have no idea. But after playing a Risk-like game with ships for too many years while I was young, I think that https://en.wikipedia.org/wiki/Gotland is a nice place.
Valid reasons! What alternative however could they consider to NATO? So to protect their own interests, Sweden's and Finland's, they need to join a, to my eyes, warmongering organization.
Anyway, for Finland, they lost 9% of their territory in 1940 https://en.wikipedia.org/wiki/Winter_War and they may be afraid of other invasion.
For Sweden I have no idea. But after playing a Risk-like game with ships for too many years while I was young, I think that https://en.wikipedia.org/wiki/Gotland is a nice place.