Sweden has stronger protections for free-speech than his other options for residency. Look at The Pirate Bay - if it were in the U.S. or Russia or UK it would've been taken down long ago.
I don't agree with this. The case of The Pirate Bay merely shows that Hollywood's lobby wasn't strong enough at a given moment and that the establishment had more important voices to censor or silence.
Do you think you have full freedom of speech in Sweden? Try criticizing the current immigration policies, for instance, and you will be immediately labeled as "racist", never mind if your critique has nothing to do with somebody's skin color.
I refuse to believe in any fine gradations of freedom of speech. If you are free to speak whatever you want, but only as long as you don't offend somebody or make them feel uncomfortable, then you are not free to speak. You either have freedom of speech or you don't.
(Full disclosure: I'm also a resident of Sweden.)