Sweden is a member of the EU [1]. It has a 6-month data retention law [2]. Much safer to route through Norway, Switzerland or even the United States. (I use PIA [3].)
Everyone has different needs. If you are a journalist building up a story against powerful adversaries, then you absolutely find a VPN provider in an impartial jurisdiction. If you are just trying to hide your browsing habits from your nosey ISP, torrent a couple movies, and latency matters at all to you, a local VPN is not a terrible choice.
PIA has been dissed over their promotional practices. And for using weak encryption, which allowed them to minimize resource use, and undercut competition.
But I gotta say that their no-logs victory in court is impressive!