The Finnish and Norwegian economies aren't that comparable. I just checked and we actually have slightly more trade with Estonia than with Norway despite the Norwegian economy being significantly larger than Estonia's.

The Swedish case is more relevant. You have to remember that Sweden tried to join the euro as well, but the plans were stifled in the 2003 referendum. IIRC the riksdag would've been happy to join back then. Furthermore, before this protracted European debt crisis it was the Swedes who were questioning if they had made the right choice.

There was talk in Finland as well whether there should've been a referendum on the issue. In the end the argument was that we'd had a referendum on joining the EU in 1994 and that we'd already known that we'd be joining the euro when we voted for EU membership. In effect our politicians were just a bit more decisive than their colleagues from SE/DK. I don't remember polling figures, but I think the euro had enough support that the political decision was seen as justified. Furthermore, the Center party (whose supporters were most skeptical of the euro back then) was in the opposition back then.

The arguments for joining the euro were both political and economic. Economically there's a long list of the pros and cons of currency unions, but on balance it comes down to whether the countries in the union are converging economically, or that they at the very least have some shared rules. At the time people were more optimistic about the future (Fukuyama's End of History and all that), and we also had the stability and growth pact that was meant to be followed. There were also the eurozone convergence criteria, so the economic argument at the time wasn't wishy washy at all.

Politically the euro was seen as a way to affirm our Western identity. We weren't quite ready for NATO, but we wanted to be a fully functioning EU member that was in the core of the union. This was a continuation of previous Finnish Western integration policies. The USSR had been grudgingly OK with our EFTA membership and now we didn't have to ask for permission anymore. Economic integration was a non-threatening but firm way of declaring where our allegiances lay.