No, trust me, they're not gay, but they are Swedish, and they have a fantasy where they're forced to dress in maid clothes and serve their 1940's German overlords in their newly built castles in what today would be Belarus and every now and then they dress in heels and put on a stage performance and their overlords laugh and smile and eventually become peaceful through the power of love.

I shamelessly paraphrased the first half from an internet copypasta