Leaving aside that you're calling an extensive welfare state combined with free market economy, "socialism" (especially problematic with Sweden and it's comparatively fast and extensive adoption of neoliberal policies, which has nonetheless maintained similar levels of equality).
You could flip the coin and say the same about democracy and "intensive capitalism", with or without high levels of ethnic diversity.
In fact we've also seen a rise of far-right leaderships amongst all the most neo-liberal capitalist states in S. E. Asia.
As for coups and protests, that seems to track better with rampant inequality.
Just look at Thailand...
I think I was pretty clear that I was referring to socialism, loosely, as reflected by the degree that the state controls, takes, and spends the national income. In other words, rather than saying some nation was "socialist" or "capitalist," I argued that a better starting point was the degree to which the state dominates the economy. Hence my link to a chart showing exactly that. Rough, yes that's a very rough measure, and it doesn't really focus on whether the socialism is "class" or "national/ethnic" based.
At any rate, I pointed out that by that measure, Sweden was much less socialist than people think, given the recent reforms, as well as that Canada was much less socialist and much more like America. That was kind of exactly my point -- socialism has been systematically eroded by capitalism (I think neoliberalism hardly matters, because that's describing a particular ideology). So you are arguing my point by reiterating that.
Then I pointed out that the encroachment of capitalism on socialism tends to require authoritarian means to reverse, engineering social solidarity. This is why recent European political conflicts have taken on more of a character of nationalist socialism versus global capitalism.
Finally your examples are perfect illustrations of what I was arguing -- the effects of capitalist encroachment (disintegration of social homogeneity and solidarity) leading to a predictable rise of far-right ideology -- so why pointing out that that is exactly what has happened in Southeast Asia would be a rebuttal, I'm at a loss, it's pretty much Exhibit B (rise of right-wing dictatorships in Asia after capitalist chaos) follow up to Exhibit A (rise of right wing in Europe after capitalist chaos). You could theoretically also see a rise of leftist social authoritarianism, which has historically been an option, but that's extremely difficult in modern democracies. Again, this is basically political science 101, so I can hardly claim ingenious insight, my only point here is that the very NATURE of capitalism (particularly by forcing nations to open their doors to immigrant labor) has made it more difficult to assert leftist socialist resistance in a society that doesn't tolerate authoritarian social engineering any more. Instead such resistance has taken increasingly nationalist forms, hoping to leverage existing concepts of national/racial/ethnic homogeneity against the levelling influences of capitalism.
You could always argue the reverse, that the Nordic model hasn't had to break before capitalist inroads and permit developments that are eating away at its foundation, that it is readily exportable to diverse societies without authoritarianism, etc. But it's not somehow self-evident, and it would require evidence to support as a thesis. Given that the contemporary world seems to be structured exactly the opposite, with a beautiful continuum between more capitalist/diverse nations (like USA/Australia) through middle nations (France/Germany) to the Nordic nations, almost exactly tracking social diversity, and given the mountains of social scientific evidence (I know lol but it's hardly controversial) about the effects of immigration and social diversity on social solidarity (for example, support for redistributive tax policies), the shoe is on the opposite foot. You can make a USA or Australia (highly diverse, relatively low socialism) or a Sweden or Norway (highly homogeneous, relatively high socialism). But nobody has a good idea how to make a Swedish USA (highly diverse, relatively high socialism) without Soviet-style overlords. And we don't allow those overlords anymore in modern democratic societies.
What we are seeing over and over again is that social cohesion that was forged with blood and iron by authoritarian states is disintegrating before the process of advanced capitalism, which is its natural enemy. No, this doesn't mean every political event happens out of necessity, but it does mean that arguments in favor of the exportability of Nordic socialism have to explain away why this isn't a problem. Which is not aided by the fact that Nordic socialism has become increasingly fictitious over the last few decades.
Thailand is an interesting example because it's precisely what I expect to become more and more common -- as uncontrollable global capitalism makes democracy more and more laughable as an alleged process of governance, you will see the rise of *parallel political factions*, which is one of the defining characteristics of fascism. Street mobs and military juntas being classic examples.
None of this is necessary, of course, and the future is always contingent, with intervening variables (wars, world depressions, etc.). But the dynamics still have to be dealt with.