Denmark and Sweden had colonies, though they play little role in the guilt complex at least in Denmark. We had colonies with slave plantations both in the West Indies and in India. Sweden's white guilt mostly stems from them being very keen on racial theories in the late 19th and the first half of the 20th century, and preachy political feminism since the 60s. Denmark was also more or less a collaborator of Das Dritte Reich, and like Sweden dabbled in both eugenics and the racial theories of the time. But mostly it comes from just being part of western culture, Denmark happily joining wars in the ME as American allies, and bad conscience having good, stable societies when so much of the world hasn't, altruism founded in universal human rights spiced up with a good sprinkle of Christian slave-morality/original sin.