England later kicked all of their asses, but that's besides the joke.
Scotland, Sweden, Norway, and Denmark share a lot of history, which is why they share a lot of words in their languages, and a lot of the old myths are the same as well.
They also all did some things that the English considered rather feminine. Of course there's the kilt (which is even an old Scandinavian word) which the English confused with a skirt, and the vikings were obsessed with combing and braiding their hair, not to mention being clean. They washed their faces every day and their entire body once a week. Doesn't seem like much to us today, but to the English it was weird (Not that the vikings washed that often, but that they did it at all).
Scotland America Sweden Denmark England Norway
3rd December 2011