Ask game support, we have seen Behesda in fallout4 in the past use US keyboard before, hence no scandinavian letters, this could be same, this could be same issue here.

Also why consol cmd is diffrent for us and not next to 1 key
so letters is there in the linux system and steam but not in a game is the clue here.

And end up with not a linux or steam issue, but a game devs issue.

Your problem now could end up with game devs will not change it, sense fallout 4 is a single player game, and not a online game raise the issue who will you write to and could be seen why bother change it. but bethesda did, even i do not know why they did , and never bother lookup why either.

Don't forget this is also a game engine issue, and could cause more issue to change it.
only game devs can reply to you with it will they update it later or not.

Dont forget then you design anything with geak game design tool special sign can be a issue for others then they dont have the system to read them, and i bet you already know this.

ps.
just to be nice fallut4 consol command for scandinavien users is "Æ" key, so you see the issue now for US keyboard users with scandinavien kyboard layout users, i doubt there will ne many that is here with such setup.