Upper middle class people in the US are so much better off - there is really no comparison. If average Swedes only knew how poor they really are...
In Sweden you can study cost-free. You can get a second, or third, degree from reputable school, even online. That makes it easy to change careers or to stay competitive.
If you are established in Sweden you are going to have very high financial security and low living costs. Almost anyone that is upper-middle class in Sweden can take a year off to, say, start a business without any major consequences.
Just in general upper-middle class people in Sweden have a lot more quality of life and time. 40 hour weeks, employment protection, flat hierarchies, short commute, long vacations, summer homes etc.
I personally have nothing against people moving to the US. Especially if you are middle-class and in your twenties it can be a good idea. But as soon as you have kids your costs are going to rise significantly, your opportunities are going to decrease or both.
I would be interesting to hear what you think is better in the US for someone upper-middle class.
At the same time, you have no need to pay extra costs for security, healthcare, roads, etc. more than average income people.
Thus you enjoy overall good quality of life with no additional payments.
My own opinion is that you will have better life quality in Scandinavia than in US independently on which income group you belong to, but some people may disagree. And don't underestimate the harsh climate - depression and bad mood is not as uncommon during the dark months.
And for the rich, healthcare isn't much of an issue in the US. Either your employer pays most of the bill or you're so wealthy that $20k per year for your families insurance is a rounding error on your income.