Democratic socialism is still socialism (It's a bit broad to explain what it exactly means as it can range from wanting to achieve socialism through elections to not considering capitalist democracy as democracy and wanting to revolutionize into an actual democracy). That's not the thing Nordic countries have. Nordic countries have social democracy, which is a form of capitalism where the government puts emphasis on social programs.

Social democracy can look great, because you can end up with a welfare state like the nordic countries did. But it's not really trying to get rid of capitalism, it only tries to alleviate the problems capitalism causes.