maximilian, I don't see what this has to do with religion, but sure, I'll comment on that.
Yes, Sweden collaborated with the Nazis in some ways. Yes, there was a lot of germanophilia in the upper classes, the nobility had strong ties to Germany, it was and is an important trading partner (Swedish economy is based on export), there were Nazi elements in society too, although they were never dominant. These are things you can criticise Sweden for.
Sweden tried to remain neutral. Denmark and Norway didn't stand a chance when Germany invaded, neither would Sweden have. So they chose to balance allied and Nazi requests, to avoid being invaded. Do you think that if Sweden stopped exports of iron to Germany and refused passage over railway lines, that this would magically stop the war? Or would they simply have invaded and taken over the iron mines and railways in a matter of weeks, with horrible consequences for the Swedish population? It's easy to say "They should have stood up to the Nazis". Try saying it when you are surrounded by the most vicious war machine the world has ever seen.
Also, Sweden used its neutrality to aid in many ways. We managed to save almost all Danish jews, they were given refuge in Sweden. We also took in many Norwegian refugees, including Jews, and there was covert training of the Norwegian resistance by the Swedish military. Swedish business had access to Germany due to the neutrality, and many used this opportunity to spy or aid organisations under occupation, like the Polish resistance. When the war was over, Sweden was one of the first to be able to save and offer refuge to victims of the concentration camps.
It's never black and white, is it?