Turkish President Erdogan is opposed to Finland and Sweden's inclusion to NATO because of their alleged support of the PKK. He said Scandinavian countries are "guesthouses for terrorist organisations" and "are even members of the parliament in some countries".
Do groups with Kurdish influence have presence in Scandinavian parliaments? Do they support these groups exceptionally?
The Kurds are a distinct ethnic group without their own nation-state. By the standards which "the West" applied during the breakup of Austria-Hungary or the breakup of Yugoslavia, they might have deserved one, but one century ago "the West" was not in the habit of applying those rules in the Middle East.
"The West" generally accepts the right of Kurds to express their ethnic identity and to peacefully lobby for a Kurdish nation. It does not accept terrorist acts.
Over several decades, Turkey has fought a counterinsurgency in their Kurdish areas. Turkey is much more likely than "the West" to conflate a Kurdish identity, support for the political cause, and support for terrorist acts.
"The West" has given political asylum to many ethnic Kurds who claim political persecution by the Turkish state. Some ethnic Kurds are Western citizens and have been elected to parliaments.
So on the one hand, the label "terrorist" has been debased over the last decades. It is about as meaningful as Americans using the term "socialist" or Russians using "fascist." It simply translates as "people we don't like."
On the other hand, there is the habit of being more tolerant of free speech when it isn't the own country that's threatened by secession. Compare the different reactions to the Catalan independence movement in various parts of Europe.
Here are a few points to represent the view or Erdogan (to complement the other answers):
Scandinavian left wing helped arm the Kurds in Rojava (Northern Syria) to fight ISIS. Turkey would have preferred they didn't receive arms. (Fearing they would cross the border)
From Denmark the biggest Kurdish TV station broadcasted for many years (ROJ TV). Turkey considered them linked to PKK, but Danish authorities that investigated them did not agree. (until 2013 where they actually did get convicted for supporting PKK).