I think the OP's questions are interesting but were not really picked up by people.
Neither by me just now, I'm afraid, except for just two quick points:
Mahler's music by now is considered the culmination of symphonic tradition. And of course as a conductor the ultimate test and dream also is to be able to get your hands on the masterworks, climb the peaks. What makes Mahler an additional interest (and quite unique in this sense), however, is that he doesn't only represent the "Master" type but also the "Innovator" type, in his late works especially. Most composers belong to one or the other category, not both simultaneously.
The second point is just mere trifles:
it seems that maybe the Scandinavians aren't quite as interested as they once were...
I would say just the opposite: more than ever. In
Finland, the conductors active today who more or less regularly include Mahler in their programs with at least four or five domestic orchestras that I know of (and countless international ones) include (just quickly from the top of my mind):
Sakari Oramo
Mikko Franck
Esa-Pekka Salonen
Jukka-Pekka Saraste
Okko Kamu
John Storgårds
Leif Segerstam
Osmo Vänskä
Hannu Lintu
Pietari Inkinen
Eva Ollikainen
(Hey, that’s about five percent of the country’s population conducting Mahler…
) Of these, Oramo, Salonen, Saraste, and Segerstam have recorded Mahler more or less extensively for major labels.
In
Sweden, the tradition goes deep even if it isn’t, as you surmise (but I'm not sure of), quite as extensive today. Horenstein & Talich conducted and recorded Mahler with the (Royal) Stockholm Philharmonic. Their guest conductor-led tradition has continued to this day. The current season will feature the M10 Adagio (with Marc Soustrot), M3 (with Alan Gilbert), M6 (E-P Salonen), and ”Das Lied” (Sakari Oramo). In Göteborg, Sweden’s ”second city,” too, many visitors have done Mahler, also with the city’s Opera Orchestra, although with the Gbg Symphoniker Neeme Järvi even recorded for a major label. But the frequency of performing Mahler will predictably increase with the newly inaugurated principal conductor (a certain Gustavo Dudamel), even if Messiaen will get a place of pride this year. ”Blumine,” however, will be performed under Jurowski, along with M1. Malmö Symphony Orchestra in Sweden’s ”third city” will open its forthcoming season with ”Das Lied” (with Vassily Sinaisky), having concluded this past season with M3 (under Joseph Swensen). So that’s a bunch, I think, in a country that small and with just three major orchestras (two by international standard).
Of the
Norwegians no one knows any more (or cares) after they opted out of the EU. I think they also lack orchestral institutions of the needed scale (though this is a bit of a problem for all Scandinavian countries -- you need pretty big forces to play Mahler).
In
Denmark the longstanding influence of Segerstam (who to be sure is a Finn) has left a big mark in performance traditions. But every Dane I've ever met was a Mahler fan or at least an appreciator, which says much to me.
Iceland I can't say a thing about. Maybe there's someone from that quirky place reading this forum who can fill in. (I wouldn't be surprised.)
-PT