Why are there three nation states instead of one: Norway, Denmark and Sweden

Norway, Sweden, and Denmark
Why are there three Nation-states instead of one?
There are many possibilities that may be the reason in which these three nation-states are not unified as one. These three groups have many similarities. They each have mutually intelligible languages, historically common ancestry, which are the Vikings, they share the common religion of Lutheranism, and have many cultural attributes. These things suggest that there should be only one country instead of three different nation-states. There are many other things that may help to determine why there are three different nation-states instead of one. The history of these nation-states was not typically written down. Some information that has been found is that of folk tales that were written down centuries after they originated.
Basically, the battles over the control of Norway led to the three independent nation-states. The break-up of the Kalmar Union was the basic cause for the wars an...