I wouldn’t exactly say that, Nordic countries have extraordinarily high rates of theft/robbery/burglary compared to the rest of Europe despite the fact that most people report feeling more safe from said crimes. Usually rates of those kinds of crimes are mostly correlated with how “rich” a country is, for example most first-world western countries have pretty high rates of theft while the “poorer” eastern European countries have extremely low rates of theft (and certain other crimes like rape and assault) – it’s a pretty big culture shock to go to e.g. Tirana and see store owners just leaving €200 bottles of wine or jewelry or whatever on display outside the store without any containers, or women walking alone at night in secluded areas, because it’s so uncommon to get crimed that way.
I’m sure it has a lot to do with the post-communism and very high income equality in those countries, or maybe it’s because of extremely harsh punishment for said crimes under communism, but in the context of “richer” countries income equality seems not to be a big factor compared to how “privileged” or financially well-off the average person in the country is (in the context of the EU and America/Canada). But that’s just the culture you get when you center your economy around capitalism/corporatism for centuries and money is made the most important thing/the biggest measure of success.