I've had the opposite problem with the Finnish clubs, although in FM18. The problem was not that players were holidaying, but that they didn't have ANY holidays during the year when we got into knockout stages in Europe. I've played multiple 20+ season careers in Finland without my players getting any days off!
I agree with turnip that testing should be more thorough for the Nordics, the IRL schedule is frustrating enough even without the in-game issues.