I'm guessing his issue is that "nordic countries" is a well-defined geopolitical entity (it's even had a passport union since the mid-50s) composed of 5 nation-states (Denmark, Finland, Iceland, Norway and Sweden) and their associated territories.
Assuming that associated territories are included in the offer to their parent country that still leaves Iceland out of "Nordic HBO", assuming the worst case (that only the territories explicitly listed are in) that leaves out Greenland, the Faroe and Åland as well.
My issue is that a few selected countries from Europe do not justify such a headline. Even the article itself states that the service will be named "HBO Nordic AB" (in Sweden). The original source article from Variety has way more information anyway and does make a difference between some European countries and Europa as a whole - so why not link to Variety?