The Invasion of Iceland was of a character wholly different than the German annexations and invasions of 1938-1940 and it has been justifiably left in the dustbin of history. The "invasion" was by 700 ill-equipped, ill-prepared, and very seasick British marines who walked off the ship, onto a dock and talked to the police officers waiting for them. The only casualty was a British soldier who committed suicide. Iceland was compensated and allowed to go about their business. True to their word (and needing the troops elsewhere), the British left in 1941 after convincing the US (then neutral) to take over.
In contrast the annexation of Czechoslovakia and Poland were expressly for the purpose of creating room for more Germans at the expense of whomever was already living there. Cities were bombed and civilians were attacked, and politically troublesome people were executed. And that was just in 1939 before the Germans got really nasty.
That said, the Scandinavian countries got the shit end of the stick in WWII with both the Axis and Allies acting deplorably. Scandinavia was steadfastly and earnestly neutral and willing to trade with either side. Unfortunately they were in a strategically valuable position and had valuable iron ore. The belligerents did not believe they could protect their neutrality.
Britain, Germany and the Soviets feared the other would invade to get the advantage, so they invaded first. Finland was invaded by the Soviets over fears Germany would invade them through Finland. Britain pretended to want to support Finland, but it was an excuse to invade Norway and block shipments of Swedish ore to Germany. Germany invaded Norway because they were afraid the British would invade Norway first and block the ore shipments, and to use it as a naval base to attack the UK. Iceland was invaded by the British to prevent the Germans from doing it first, but the Germans had no plans for Iceland until after the Germans invaded.
Finland sided with Germany when they invaded the Soviet Union, thus the Soviets caused their own fears to happen, but the Finns honorably refused to advance beyond their pre-war borders even when the Soviets were at their lowest point. When the tide turned in favor the Soviets and the Finns negotiated a cease fire, the Soviets thanked them for their restraint by forcing the Finns to oust the Germans.
What a mess.