One reason for the flourishing gaming scene in particular, and the many startups in general, that hasn't been mentioned here yet, is the very strong social safety net. People can afford to take risks even after they have started a family. Losing your job, or that your startup tanks, doesn't mean that you lose health insurance or your kids access to a good education, or that you have to worry that you don't can afford food or a roof over your head.
(It's not that screwing up doesn't have any consequences at all. You won't be able to keep your expensive apartment or fancy car while on welfare, but all your basic needs will be covered.)
Social measures (Swedish social safety nets) which help a the Free market and capitalists (profit by making games); Ayn Rand lovers would probably implode from the cognitive dissonance.
I read Atlas Shrugged (painfully) and kept being bothered by the simplistic ideals put forth. Your argument seems to me to be the perfect counter-example to her deluded ideals.
There's a very strong individualist current in Scandinavia, but interpreted differently. Many people actually view Americans and southern Europeans as more collectivist, in the clannish sense, because of their reliance on family, extended-family, and churches for safety nets. The ideal in Scandinavia is that each individual can go it alone roughly equally, rather than e.g. having to rely on your parents to pay part of your university, your kids to take care of you in your old age, family to take you in if you're disabled or broke, etc.
(It's not that screwing up doesn't have any consequences at all. You won't be able to keep your expensive apartment or fancy car while on welfare, but all your basic needs will be covered.)