The only mention of Sweden in Wolfenstein: The New Order is just to shit on them for collaborating with the Nazis and for subjecting the Sami to horrible race science
Also 
at this newspaper clipping about the Nazis nuking New York:
"This final act of violence may have saved millions of lives that would have resulted from a land invasion of America," said the German leader in a press statement following the announcement.
I wonder what the writers meant by putting these words in the mouth of Adolf fucking Hitler 
putting those statements in random newspaper clippings that probably more than 95% of players are never going to read isn't particularly praiseworthy stuff.
I don't see any better way to convey the information