It's a nice round number that the manufacturers use a reference point, it's not a hard limit. In 99% of the cases, the out door unit will be connected to a indoor counterpart that has a 9kW resistance heating element what will aid with heating as the outdoor unit loses efficency with dropping temperature.

You get lower efficiency for lower temps, so for a typical Swedish house you just need to consider how many days in the year you expect sub -20-25 temps. For e.g Stockholm this is only very few days per year so a good idea is to have a fireplace (which is nice anyway) as a backup in the very rare cases it’s -25 or colder.

In northern Sweden you can’t be surprised to see a month of -20 some years, so you probably want either a bigger heat pump, expect to use more direct electric in the pump (the heat pumps are air/water so the houses are heated with circulating water, not hot air) or something else entirely like geothermal.

The problem with heat pumps in cold temperatures is that the compressor (outside) unit has to go below the air temperature in order to absorb heat. I'm not sure the difference, but I'd expect it to have to go to -30, -40, -50, at those temperatures its difficult to build mechanical devices that are going to work reliably for 10+ years.

There are some Mitsubishi and Panasonic units that (IIRC) can work in -30C.