I don't think many people see it as an immediate threat. But between unpredictable American policies affecting regional politics or the global economy, the Chinese bullying countries like Norway and the Russians trying to affect politics in other countries this could all change relatively quickly.

PS. The brochure can be downloaded here: https://www.msb.se/en/Tools/News/The-brochure-If-Crisis-or-W...

I don't see Russia as a threat to the entire Sweden. I do, however, consider Russia a threat to some key locations like Gotland. But as far as threats go, I consider Russia to be Sweden's greatest threat, even if that threat is rather small.