Nobody does
My friend Jordan is Danish-American, and the union went as far as affecting Denmark and Finland. Iceland was chill (the only "big" problem was that Denmark cut trade to Iceland, and Because of this Over 4,000 Icelanders died of starvation) , Sápmi was doing mid, they had some fights with Norway-Sweden but good relationship with Finland.
For context. These are the numbers of people who left in the 1800s and early 1900s
Norway ~ 500,000
Sweden ~ 1,500,000
Denmark ~ 100,000
Finland ~ 500,000
Iceland ~ 20,000
Sápmi ~ 350 to 200
Faroe Islands ~ 20 families. JUST 20-
This is only an estimate. I don't know the specific number. There is also a really small Faroese Settlement in California. Which basically nobody cares about.
May make an in-depth Kidznet article