Sweden also helped smuggle Danish Jews across the sea to safety, leading to 120 Danish Jews being murdered as opposed to the hundreds of thousands in nearby countries.

When your nation has a population (6.5 million in 1940) smaller than some cities of the countries involved in a war (london - 6.8 million in 1940) or 1/3 of the size of what a nation is willing to sacrifice to win a war (20 million estimated Russian), you are surrounded by Nazi Germany's "Fortress Europe", there aren't a whole lot of options.

And in the end, the surrounding nations ended up collaborating much more by force to a much greater extreme and suffered for it eventually through their occupations. I couldn't imagine having to try to maintain independence and try to weather that storm politically. Finland's Mannerheim basically kept the country from becoming a part of the USSR, but had to ally with the Germans to do so.