In Swedish, the Milky Way is the Winter Way (Vintergatan). Why, if it is brighter in the summer? Because the nights are so bright in the summer that one doesn’t see the Milky Way then, only in the winter, hence the name.

http://www.visitnorway.com/us/What-to-do/Attractions-Culture/Nature-attractions/Let-there-be-northern-lights/

Jon Claerbout got a point, though. Tromsoes proximity to the gulf stream, bring clouds and rain. Finland has a drier climate.

First, as someone has already noted, Denmark is much farther south. Still, it’s at the same latitude as Hudson Bay, so far enough north to allow the northern lights to be glimpsed, though of course not as often as even farther north.

However, in Denmark in August it does not get dark. (The sun sets, but even at its lowest point below the horizon it doesn’t get completely dark. As Roger Ebert says in his review of Bergman’s Persona, “In a Swedish summer, night is a finger drawn by twilight between one day and the next”. (Some of his reviews, especially those about Bergman’s films, are almost as good as the movies themselves. Read the full Persona review here: http://rogerebert.suntimes.com/apps/pbcs.dll/article?AID=/20010107/REVIEWS08/101070301/1023 .)) Thus, while the place is not that bad, the time is. But there are many other reasons to visit Denmark.