What if during the 1930's, Sweden, Norway, Denmark, and Finland decided that with the rise of Communism in Russia and Nazism in Germany that another war could happen. To persevere their neutrality, they formed the Scandinavian Defense Union as a way to deter any attacks against these states. This would be a purely defensive union and would be triggered by an attack on one of the members.
What would the impact on WW 2 be?