Of course they're not immune. USSR and China actually go after corruption though, it is an abnormality rather than a feature. Capitalism is guided by this 'corruption', in quotes because if you're a capitalist it's not really a bad thing. Legalized bribery via lobbies, sponsored and funded by monopoly industrialists, are just what happens when you run a win-lose system for long enough, and power consolidates in the hands of the few.

As for 'Nordic' model countries, well those models are entirely unsustainable and only 'work' on the backs of Global South exploitation. They came about as a way to appease workers who were otherwise ready to seize power: concessions made by the ruling class that are every day, every hour under attack. Just look at how over 90% of Sweden's companies are privately owned now. Nothing to do with 'socialism'. Simply capitalism attempting to adapt but still in need of exploitation to continue. The former colonies and the workers taking the brunt of this will not stay quiet forever, especially as conditions worsen and the environment degrades.