According to this recent news story Russian spokespersons have said ““It’s obvious that if Finland and Sweden join NATO, which is first of all a military organization, it will entail serious military-political consequences, which would require retaliatory steps by the Russian Federation”
Now Finland is understandable since they share a massive border with Russia and they were previously part of Russia, but why the threat against Sweden? What military threat would Russia pose to Sweden if Sweden joined NATO? Sweden is bordered by NATO countries (besides Finland) so if Sweden by itself joined NATO it would be almost impossible to reach Sweden without overflying a bunch of other countries. In order to pull a Ukraine (which the implication is) they would have to march through either Finland or Norway to get to it, and there’s quite a bit of frozen tundra between the two countries, not to mention the fact both those countries have their own defenses.