Yeah, why different sports are popular or not popular in various countries is a pretty interesting topic overall, and I guess the answers varies a lot from case to case, from cultural to even topographical angles, but take Estonia for example whose favourite sports (cross-country skiing, track and field, cycling, they even had a rally world champion recently) very much mirrors Finland instead of the other Baltic states, which really shouldn't be that much of a surprise since Estonians aren't Balts but a Finno-Ugric people.
But then you also have a lot of internal differences within countries as well. Like bandy and speedway mostly being popular in small-to-middle-sized rural towns in Sweden, or pesäpallo (Finnish baseball) mostly being a rural sport in Finland as well.