You are quite wrong, the Danish Queen Margrethe the 1st more or less created the union which was inherited by her adopted son Eric the 7th of Pommern.
In 1448 Sweden elects Karl the 8th as King and is in fact out of the union, but Norway remains a part of Denmark and stays an integral region of the Danish Kingdom until the Napoleonic wars.
The Kalmar Union officially seizes to exist in 1523 Gustav Vasa becomes King, but only in Sweden, not at any time of the union is Sweden dominant, only Denmark.
In my opinion the Scandinavian peoples are like brothers, we hate and fight each other when we are alone, but as soon as an foreign enemy appears we stand toghether till the end. That is why the Kalmar Union was created and that was why it fell again. The same thing happened in the Danish wars against Preussia, later Germany, in 1848 and 1864.
Conclution: Let the capital be Copenhagen (København) and the leader be a danish one!