What if, somehow, Sweden hangs on to Finland through the 19th century (let's say Peter the Great never came to power, or he was very unlucky in warfare against Sweden). Would the Kingdom of Sweden end up as a dual monarchy (maybe triple if Norway is included)? Kind of like a northern Austria-Hungary?
And what about Denmark and Iceland?
Would keeping Finland influence Sweden to join the Central Powers in the Great War? (they would still have Russia to reckon with)
With a stake in the leadership of the country, would the Finns be less independence-minded?