Norway becomes ever more fantastic once you get a few hours North of Oslo and you start getting up into the mountains.
Sweden is very boring for a rider - it is very flat and they lack both the magnificent mountain ranges, windy roads and spectacular fjords and shore lines that Norway has. Rural policies also means that there are fewer villages, farms and built up areas
Finland is extremely boring - it is all pine trees and islands - the latter would be good if you were sailing, and the first is just dreary for a rider.
Denmark is very flat and heavily populated. It is a nice country to visit throughout, but not so much fun riding in.
In other words, you should prioritize Norway (Jotunheimen, Rondane, Western Norway, Arctic Highway). There is a book called Norway's Arctic Highway by John Douglas - you should get it, it will tell you everything you need to know.
On your liason to and from Norway you should ride for as fast and long as you can manage so that you can experience Norway.
As for the Northern Lights in August - forget it. Norhern Lights are mostly visible in the North, but you need it to be dark. The sun does not set in August that far North, not for a minute