As a Swede living in Spain for over 30 years, i much prefer to stay down here. My personal feel is that the Nordic countries "nanny" their populations too much. Too much say in way you can or can't do, and the culture encourages it (O my why are they talking so loud, O my they are arguing outside in public!.... My own experiences when visiting). The governments also don't know how to deal with the ingress of immigration as well as having a extensively privatized system that does not work (healthcare, schools, transport - i think its slowly getting better). Now there are great things too... But i feel safer walking the streets of Barcelona then the streets of Malmo.
Now Spain have their own issues - there are a lot of very light leaning people around still... there was no revolution when the dictator died. A lot of judges and military police officers that had murdered people under Franco continued in service. And of course, lets not forget how the countries plays everyone against Catalunya and Pais Vasco, everything is our fault if you ask people in the south and just like i mentioned above, all we hear about is the Vox and other ultra right people talking crap.
I think one of the few good things we still have down here in Spain is that there is still a memory of Franco, of the dictatorship. If not you, then one of your parents or grandparents lived it.