Before I saw your link, I interpreted it as that Sweden had been so drunk he hadn't realized it was Sister Finland coming on to him rather than Finland (or maybe Sister Finland is just that homely), and Finland is angry at him for "violating" his sister's honor. That's why he gets even angrier, because Sweden just doesn't get it! But since Sweden was obviously kissing back, Sister Finland has now decided they're in a relationship (which is the last thing Sweden wants) so she's not going to let ANYBODY hurt him. So now Sweden has to play along with that or Finland will try to kill him again.
Hmm, maybe I think about these comics too much. Which emoticon do I use to laugh about what a dork I am?