The rail infrastructure is government operated, but train companies that are responsible for all customer interaction is not. SJ is just as government-owned as SAS. The rail is basically like the airport, and the train companies are like airlines.

The general problem is the lack of competition. Between two destinations you usually have the choice between multiple airlines, but for trains there is usually only one. Between malmö-göteborg-stockholm there is the fast train alternative but it is arguable if that actually serve as competition. With air-travel you got multiple airlines and multiple resellers.

Swedish rail operate like a monopoly, which is in my view the main reason why its both expensive and terrible at the same time.