Those countries aren't really socialist - they have relatively free markets to help back their extensive welfare systems. Norway's is successful in large part due to their vast oil reserves, which is not a luxury most countries have. Take it from the prime minister of Denmark:
Danish PM in US: Denmark is not socialist - The Local
Sanders, meanwhile, wants to inhibit the free market even more via higher corporate tax rates, financial transaction taxes, and increased taxes across the spectrum. Anyone who thinks that companies will want to stay in the US after that is crazy. He's doing the exact opposite of what Scandinavian countries do to promote growth, or in some cases (FTT) he's doing what has already been attempted to little success.
Their populations are also relatively homogeneous and are a fraction of the size of America's. You have to be one hell of an idealist to get everyone to buy in to such a system AND have it succeed here. I suspect he won't even get past the former. Americans don't like increased tax burden.