Why is a big country less suitable for high-tax, high-welfare system?

Back when the US presidential election, I frequently heard the US is not suitable for the high-tax, large-welfare system like in Scandinavia. This is especially common among leftists, mostly Hillary Clinton supporters (example):

Flam said, “We have to remember that Sweden is a small country, the population is very homogenous.”

But I didn't see anyone provide evidence for this statement.

So what is the reason big countries are considered to not be suitable for the same solutions as these 'good welfare nations'?

Also, does the "big" mean population-wise or geography-wise? The former includes countries like Japan and the latter like Australia.