No, porn is not illegal in Sweden and Norway, curiously not. Prostitution is, but for some reason bringing a camera and shouting things like 'cut' changes the situation from prostitution (illegal)

to filming sex between consenting adults (legal).
However, it is comparative wealth that ensures only a very minor and hardly noticable production of porn in Scandinavia.
And by the way: blond hair was a mutation that occured east of the Baltic sea, apparently. Long ago, of course.