The field help tells us: Type the name of the birthplace as it was written, separating levels of locality with a comma. In this case, commas are necessary to distinguish the levels of locality. Do not correct misspellings or expand abbreviations.
However, in this case, depending on the birthdate of the individual, I probably would not use the commas and type Norway and Sweden. They were united under the same rule from 1814 until 1905.
It is our task to enter the data that is recorded on the document. We should not leave a field blank if there is information on the document.