I understand your point, but I believe in this case it doesn't apply necessarily because Sweden/Europe are only concerned with privacy related data.

Mullvad gets around this by not storing customer information. As others have pointed out, your "account" is just a long number. You top it up any way you want (including sending cash in an envelope if you are truly paranoid).

So I do believe that it stands a better chance of being fully anonymous & private than a US counterpart.