Yeah, this is exactly the reason I stopped using the Swedish/Finnish layout altogether. It must be hundreds or even thousands of time I accidentally typed :( instead of :) in IMs because someone at some point decided the parentheses had to be shifted one step...
Right-alting for åäö is just way less cumbersome than doing the same for @${}[]\~| or having to switch layouts when switching contexts.
That said in Linux/X11 you could configure everthing to your likings. I must admit I prefer complaining...