Well, in theory if you depend on government support for the products you make, it gives the government power to control what kind of thing you produce. In practice, however, the Scandinavian governments are pretty liberal, and probably won't put too much pressure on the developers to make something that is vacuously wholesome. After all, Norway provided public funds to support The Longest Journey.
The only thing I would expect is that the games would have to be offered in native-language versions for each country in Scandinavia.
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Please excuse me. I've got to see a man about a dog.
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