There seem to this normally accepted statement that Sweden do not "normally" perform questioning in other nations, but doing just a lazy google search I find plenty of examples where Swedish police has ventured to other nations to conduct questioning with suspects, victims or relatives. Normally those news articles are about murders, but that is the focus of most news articles when dealing about crimes.

I would be very interested to see statistics on how often police from Scandinavian countries visit each other, interview criminals that jump borders, or simply ask the local police to do the questioning. I personally doubt its such a rare and exceptional occurrence, as I saw a article where police from south of Sweden was lobbying to address speeders who cross the bridge between Denmark and Sweden.