The social insurance (arbetsgivaravgift in Sweden IIRC) is paid by the employee.
Apart from that, many compare the salaries in Copenhagen and Malmö, which is obviously unfair with Copenhagen being the national capital, while Malmö was a run-down hole the last time I was there. I assume tech wages in Stockholm are more comparable.
I can't speak to all of Europe but tech wages are significantly higher here in Denmark.