I was admittedly too lazy to check the values in Sweden vs elsewhere, just wanted to add to your comment that what values people endorse (or at least overtly report to endorse) in various countries and regions of the world is not unknown at all and it is not hard to look up data from reputable sources. How people act upon the values they report (if at all), is a different matter, of course.
In addition, this was an explicitly stated goal in the creation of the Swedish welfare state. The Social Democratic "philosophy" underlying it goes by the name of "Folkhemmet"[1], "the people's home". The idea is that in order to progress to a more modern economy, the state should take over the more traditional support systems previously provided by family/community/religion/etc. when it comes to things like healthcare, education and taking care of the poor.
Folkhemmet has German roots (Volksgemeinschaft) and can be traced back to the ideas of Bismarck[1]. It was a social reform. One can compare it to FDRs "New Deal". It is in this context it makes sense. It does not make sense to explain what "we [Swedes] believe" or "the Swedish mindset". You're basically equating social democratic policy from 1930-1970(ish) with being Swedish. There are a lot of people living in Sweden who do not subscribe to these ideas (myself included).
[1] https://en.wikipedia.org/wiki/Otto_von_Bismarck#Social_legis...
I live in Japan now, and while it's seen as a collective society, it's clear so much more of left to families to deal with themselves rather than society as a whole.
Sweden has broader social programs and is more individualistic, and Japan has weaker social programs and is more communal. It shows how the US one dimensional view of left/right isnt all there is to it.