I don't think the northern preference for large personal space is the result of a historical reality of too little proximity but the exact opposite. You see, only a century ago most Finns had large families and lived in small cabins. Because the long, cold and dark winters much time was spent indoors. There was little to do outdoors except for feeding the cattle and shoveling their shit once a day anyway. Those cabins were unbelievably cramped for space by modern standards. Because there was very little personal space in a physical sense, it had to be arranged by learning the art of studied indifference to provide one another a much needed sense of personal space. In this sense, Finns and other northern peoples are like submariners who have been forced to learn the mode of interaction @acidyo aptly described. Repeated over hundreds of generations this type of behavior has become deeply ingrained culturally - and perhaps genetically in northern peoples.
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This is a good argument. The same for Latvia a century or two ago, and lack of personal space. And yes, in Finland the winters are colder and darker and longer than here. Lack of sunlight does not help anybody.
Now I am wondering about Russian far north - is it the same at the same latitutes? Russians are notorious for comparatively small personal spaces...
I have some experience with northern Russians. In my experience, they are easy to get along with because they share the same northern temperament. There is a tendency to be withdrawn and become emotional, sometimes disturbingly so after consumption of sufficient quantities of alcohol.