Why would any democratic state want to align with a totalitarian state unless it was the only option

So why are they aligning with the USA? The candidate with the most votes has lost 1/3 of US elections in the 21st century, there was an effective judicial coup in 2000, and an attempted coup in 2020. Where has the US and their collective partners ever supported democracy? There was support fascist forces in the Balkans, integration of Eastern Europe into the EU not as equals, but as an effective semi-colony of major Western and Central European countries, similar to the relations between the USA and Latin America. In the global south, through the support of reactionary forces such as political Islam and through direct military intervention, the US has been complicit in the wholesale destruction of societies, as illustrated by Iraq, Syria, Egypt, Libya. I have not even mentioned the situation in Israel, where the USA is actively supporting an apartheid state in Israel and giving them the bombs and ammunition to commit genocide. I have not even mentioned the neo colonialism of the the powerful western and central European countries in Africa.

In what way is any of this democratic by "the West" or the USA? To me, this is the pinnacle of reaction, not progressive or democratic. The true answer to your question has nothing to do with democracy, and rather lies the the first part of your own statement, the Nordic countries think that it is more advantageous to align with "the West" than Russia militarily, and perceive this to be better for their own self interests.