Re: Sweden, there's a stereotype that claims Swedes are unfriendly and gruff, rarely willing to talk and prefering to keep to themselves. In Scandinavia, Sweden is also sometimes seen as the country associated with state power and inflexible rule by ages-old nobility/royalty. (And veering toward the mangaka's interpretation, he does state in Sweden's profile that 'due to the cold, Sweden doesn't talk much.')

So with this in mind, Sweden's dominating and intimidating stare could be seen as a reflection of that severe background and the Swedish stereotypes of being generally unwarm to strangers (evidenced by his staring at Estonia in such a way [though he meant no harm]).

There's also a very popular stereotype that among the Scandinavian countries, Sweden is the most arrogant, spoiled, and materialistic. ... But that's just a footnote. XD

OH YEAH -- As for the eyebags... I think it's just a matter of how to make Sweden look as horrifying as possible. XD

Aaaannndd, you got good answers for the UK question. :Db