How do the Scandinavian states tend towards oppression?Yes, some atheists do believe in capitalism and prosperity. It's a correlation, not a law.
Atheists governments on the other hand tend towards oppression, for the exact reason you mentioned. When you're an atheist, you can potentially live for yourself, do your own thing and still recognize what seems like a good thing. When you also rule others, things like wanting to be the supreme authority in their life get in the way.
They are the most non-religious countries and continually are voted the happiest to live in.