If I had to choose one country to settle in, it would probably be Sweden.
It's a big country with plenty of nature and where everyone has the right to roam, so it's perfect for a nomad soul.
Social security and education are similar to France (affordable, even free in some cases), but Swedes take much better care of their natural habitat. The government is also much more efficient: there is a working app for every administrative scenario I've been confronted to when I was studying there, foreigners are treated with respect, and they actually know how to speak fluent English.
I don't mind the short days and the snow storms in Winter, but I've only lived there for a year, so I don't know how I would feel about it on the long-term. I'm also an introvert, so I don't find the Swede mentality off-putting.
Even though Norway and Finland are culturally similar, Sweden's central location makes it more attractive. Danemark is another option, but Danes don't have a right to roam like in the rest of Scandinavia and the country is way smaller.
One of my goals in 2021 is to do some bikepacking there for at least a month and get to know the Southern part of the country. I just started taking Swedish lessons today and will look forward to meet new locals as well.