As someone from a similar background as you, I think this matters, but it’s not nearly as important as you believe. All it takes is a few days in the office to understand 80% of the required cultural norms. Most of them are plainly explained in the onboarding documentation.
The cultural delta between an international migrant and a local is FAR larger than between any classes. I know this from experience as I have lived in six countries now. In the case of these European countries, which are still relatively culturally homogenous, these cultural differences matter even less.
They study this, and certain behaviour (which can be taught) is important for career success. The good news is that these behaviours and values can and do transcend class and culture.
I think the differences we see in this research is related to structural economic and social policies. The Danish job market is excellent, for example, with lots of opportunities for people of all abilities, and high wages. They have a very strong economy. When coupled with free education for everyone, it means anyone in the bottom 10% can achieve median income quickly. Usually within one generation.
I sympathise and relate. Perhaps our school systems need to teach kids these values. It may be too late by the time they hit school. I also wonder if it would be permitted in our highly polarised political climates.