The lands you are talking about now were not a part of any kingdom at all untill the 15th or 16th century (they were officially Swedish or Norse already by the 13th century though). Only in the 16th and 17th century were these areas truly incorporated to Sweden.
You can't march an army just through nowhere, they need to eat as well. The minimal population of these lands (Laponia etc.) surely would not have greeted armies from a kingdom due south, which they didn't have much to do with. In medieval times, and of course even later on, armies travelling between Sweden and Finland travelled by sea, docking in Visby, Gotland, and then headed on. Åland was another possible port to stop at on the way. There is a reason as to why Laponia is not included in the map.