Most people - didn't have to struggle for an independent nation the way Bangladesh had to. We didn't simply come about via decree or signing of documents or by virtue of being divided up by multiple colonial powers.
There was a declaration of independence and then a 9 month war before independence was achieved!
And while individual western European nations might not celebrate a 'victory day' - we mustn't forget V-E day celebrating victory over the Nazis in Europe. Russians also have a Victory Day, again celebrating the defeat of Nazi Germany.
Norway became part of a Union with Sweden (against their will) as a result of the negotiations
after the Napoleonic Wars, where Denmark, allied with France had to hand it over.
Sweden sent its army to Norway in 1814 to "confirm" the decision which was the last real war involving Sweden in popular view.
As democracy became the latest fashion it was decided to make the union further legitimate
by a popular vote, and while I do not know the real figures, the vote in Norway
was like 1,623,317 against the union, and 17 for the union, so Norway then very peacefully separated and became an independent state.
Incidently, I think people remember losses much more than victories.
2008, it was 350 years jubilee of a peace agreement between Denmark and Sweden,
where Denmark ceeded what is now southern Sweden.
That year was full of discussions in Denmark about the loss, and propsals
which would bring the territories back to Denmark one way or the other.
In Sweden, it was not celebrated, it was not even mentioned.
The next year, 2009, the Swedish papers and TV channels were filled with loss of Finland in the 1808/9 war with Russia.
Wars in the Nordic Region are now mainly in alpine territories, and while Norway are taking multiple insignificant victories by winning gold medals in abundance, they were strategically defeated by Marcus Hellner resulting in part of the National Skiing Arena in Oslo (Holmenkollen) beeing named Hellnerbacken (the Hellner Hill).