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 
Isn't TNC the one about fighting Nazis in America? TNO takes place entirely in Europe. That also sounds like a play on MAGA, which wouldn't have been a thing in 2014 but very much would have been in 2017
Yeah, sorry, got them the wrong way round. I meant the second game.