Finland and Sweden do in fact have militaries. They don’t have to spend nearly as much money on them because the US exists as a global deterrent. If the US was not a global deterrent, then Finland and Sweden would have to spend more money on their militaries.
Social Democracy is not when the US spends money on military. Social Democracy is just Capitalism but the government does some stuff, which solves none of the actual problems of Capitalism.
Social Democracy as found in the Nordic Countries only exists because these countries do not have to spend as much on their militaries, and practice economic Imperialism a la Nestlé where these companies practice brutal Imperialism of developing countries.
This isn’t a difficult concept to understand. Yes, Social Democracies are generally better for their own citizens, but are parasitic in nature.