I don't think leaders create religions. One often sees that "prophetic" people create new offspring of already existing religions (or mix two or more of them). So I'd place my money on that the more ideological religions (as opposed to those who rely more on rituals rather than moral understanding) are created by "prophetic" people. Maybe not every "prophet" believes his own words, but I'd bet that the majority of them do.

What goes on in North Korea might look related to religion, but relevant to this topic one must note that the 'religion' here focuses on the individuals here on Earth, and do IIRC not provide any mandate from some higher power for the ruling of the guys at the top; so it might not be relevant.

BTW, your understanding of the Christianisation of Scandinavia strikes me as pretty odd. I don't know the story in Denmark and Sweden, but in Norway, it was Vikings that fought Vikings over the issue; and the Christian Viking kings won in the end (unfortunately, I suppose; this bit becomes pretty theoretic).