I can't say that I like the kind of music Lordi plays - or their particular way of doing it. But if one looks at the history of the Eurovision song contest, especially the last 10-20 years, that surely was refreshing!
I guess most of the votes for Lordi came from people who normally don't bother to vote for the contest because it's all so trimmed and clean "Euro-pop" that no-one with any real interest in music will ever consent to even listen...
But this Scandinavia - Tolkien - Monster-Heavy / Elven folkmusic -thing I think is an obvious one. I at least - as a Scandinavian - can see the connection pretty well. I couldn't see these kinds of things coming out from Guatemala or Myanmar (or Monaco, France or Austria).
With this I think it quite understandable, why Tolkien's books are so highly appreciated in the Scandinavian countries (they are appreciated elsewhere too, surely

). After all, he picked a lot from our lore & languages to build up his world.
And I can't see the pick being a random-one, when the Finninsh band
Värttinä was called up to make the music to the Toronto-musical. There are the same stories, the same sentiments I think Tolkien himself was after. (And I'm not trying say this is exclusively Scandinavian - but still something very essential to it)