The "nordic" accent in Skyrim is very annoying. I don't know if they tried to sound similiar to an actual nordic accent, but if they did it didn't turn out too well.
I hear that argument for just about every game that employs something other than typical American accents. I hear it especially much from uppity British people scorning soundalike-accents. Sometimes I wonder if they whine just for the sake of it, when I see them accusing native British speakers online for having "fake" accents. I think the whole issue is moot when it comes to fantasy settings, seeing as our real world countries don't even exist there anyway.
I do think one of the guard voices really sounds like they took some random Swede off a street and had him record lines in English as best as he could. The other nordic voices sound more like mixed attempts at German and Russian/Eastern European accents.