Russia can't conquer even a quarter of Ukraine, and they still invaded Ukraine. Sweden and Finland know that Russia can't conquer them, and that knowledge has made them stay neutral in the past. But Russia has just shown with Ukraine that they might try anyway just because, and it's a huge pain in the ass for Ukraine and for everybody else in Europe too. So it's only natural that Sweden and Finland would like to avoid even being tried to be conquered by Russia.

And like we can see, the Russian invasion of Ukraine also impacts France, the UK, and Canada. It's not that these countries have decided to brainlessly follow the US. They want to support other countries who are at more risk of being invaded by Russia because countries being invaded by Russia is a huge pain in the ass for everybody in the region, not just the country being invaded. So their foreign policy goals simply happen to line up with the US goals.