You don't have to go back to the Vikings to find Scandinavian colonialism. It can be found in more recent times.
"The Danes colonized many areas including holdings in Africa, the Americas, the Atlantic, and Asia. The medieval Norwegians colonized much of The Atlantic, including Iceland, Greenland, and the Faroe Islands, which were later inherited as colonies by the united kingdom of Denmark-Norway. ... In addition, Denmark also colonized parts of "The Americas", including the Danish West Indies, which was purchased by the United States in 1916, and is now a part of the modern-day U.S. Virgin Islands. Denmark also had trading posts along the gold coast of Africa and India, starting in the early 17th century, but these were sold to the United Kingdom in the mid 19th century."
And this happy list, top ten is more than Scandinavians, it includes The Netherlands which has a horrific record of colonialism. Just ask the Indonesians.
(Apologies - I already said much of the above to George_III,, in a somewhat abridged fashion.)
That means that some of the nations that gained independence from Britain in the 20th Century were Danish before that. And it wasn't so long ago so some of the wealth gained could be, at least, part of why they are doing so well. Not to mention that those on the bottom were all formerly colonized by some European powers, although not those in the top ten.
As for what whaling has to do with anything, my point is that being 'happy' doesn't translate into a populace that is caring about the natural world, including animals and fossil fuel usage. It also doesn't mean caring about those who are not members of the preferred group. For example, number 11 is Israel and the US is 14, neither of which is a beacon unto all those who are oppressed.
My point is that this exercise is highly circumscribed and it tends to reflect 'happiness' from a very Northern European perspective. This article doesn't go into details as the to the variables used. It says one of them is 'generosity' but fails to tell us that this is based on rates of charitable giving. The actual question put was: "'Have you donated money to a charity in the past month?'"
This is by no means a true indication of generosity and in many traditional societies would be unheard of as community and family are the sources and recipients of generosity and mutual care.
So in the end, one might feel the measure was made to fit the outcomes desired.