Interestingly, the Brits had drawn up their own 'preemptive invasion' plans for Norway and Sweden to 'discourage' Germany from doing the same, which was then 'pre-pre-empted' by the German invasion of Norway:
There's a big difference between planning something and actually going through with it. The military makes all sorts of contingency plans that never have a serious shot of seeing use. Per the linked article, the Allies were expecting some level of cooperation from the countries in question, which they never got, thus the plan never executed. It was not supposed to be a full-on violent invasion like the Nazis' actions.
https://en.wikipedia.org/wiki/Plan_R_4