They are separate grids: not synchronous, not stabilising each other. Most of the interconnections are HVDC links. Wikipedia has an article on synchronous grids

They are separate grids: not synchronous, not stabilising each other. Most of the interconnections are HVDC links. Wikipedia has an article on synchronous grids of Northern Europe. The decommissioning of several large generating stations in southern Sweden has indeed affected the effective transmission capacity from the north.