I suppose that the Great Schism of 1054 postponed or completely butterflied away is the clue. Rome giving more wholehearted support to SS. Cyril and Methodius can also help, making Slavic Rite generally accepted throughout the Slavia Romana and maybe even in freshly-baptized Hungary. This makes the adoption of a Slavic alphabet easier, but it would rather be Glagolitic than Cyrillic one, so that instead of OTL Slavia Orthodoxa vs. Slavia Romana dychotomy we would have a Slavia Glagolitica (the Balkans without Bulgaria, OTL Czechia, Moravia, Slovakia) vs. Slavia Cyrillica (Bulgaria, Eastern Slavic lands and Poland - there were isolated cases of Cyrillic use in OTL Poland at the time of Boleslaw the Brave), with Hungary thrown into the first group and Moldavia-Valachia into the second.
As for Cyrillic use in Scandinavia, it's rather far-fetched. Russian lands wouldn't become centres of missionary activity for quite long so that English, Irish or German preachers could get to mainland Scandinavia well ahead of potential Novgorodian ones.