It's always been pretty interesting (and I'd say quite well-known) that the Nordics do have a somewhat higher suicide rate than other similar states. But it's also likely a pretty bad proxy; I'd be suspicious of a metric suggesting the average North Korean citizen is substantially happier than the average Finn.
Probably better is the World Happiness Report (https://worldhappiness.report/ed/2020/social-environments-fo...). It's a bit arbitrary for my taste, but does at least have a pretty long history as well as plenty of transparency about what it's measuring and why. And it consistently places the Nordics in the top ten.