I'm under the impression "Nordic" should be capitalized when it's on its own, as it's a proper noun.
Nordic isn't used a noun in a phrase like "Nordic skiing", it's an adjective. One might call it a proper adjective and it's always capitalised.
Nordic [sic] adj.
1. Of or relating to Scandinavia, the Scandinavian people, or their languages.
Adjectives which are derived from proper nouns always retain their capitalisation, which is why Scandinavian is capitalised in the OED definition.
Having said "always", there are always exceptions to a rule! I know of only one apparently-proper word which should not be capitalised: english in a very specific sense of spin on a billiard-ball. Normally that's an adjective and should be capitalised; and english as a lower-case noun was probably derived from English anyway, so it wouldn't be a capital offence to spell it with an upper-case letter.