The Kalmar Union was basically three autonomous states with their own governing bodies and civil institutions, united by a single monarch with limited prerogatives. Rather than welding them together, the monarch was essentially trying to ride three horses at once and praying desperately that they would not gallop off in different directions, as they were wont to do.
Not impossible, but hard, and contingent upon a major effort to continually align all interests, and the development of common institutions besides the rather limited monarch.