If you want to go that way, it's better to look at integrated metrics instead of discarding data points (I only did so because I was lazy and didn't want to look up the data for all the countries with less than a city's woth of inhabitants).
So let's do that:
Sweden's death rate per 1k population is 0.58, whereas the average rate (averaged over population) for western Europe[1] is 0.42. Sweden just isn't doing as good or better than most of western Europe.
For reference, spread among countries is 0.025 (Monaco) to 1.24 (San Marino) with a median of 0.20 for the full list, and 0.028 (Greece) to 0.86 (Belgium) with a median of 0.30 for my restricted one. The median of your list is 0.52.
[1] Andorra, Austria, Belgium, Denmark, Finland, France, Germany, Greece, Iceland, Ireland, Italy, Liechtenstein, Luxembourg, Malta, Monaco, Netherlands, Norway, Portugal, San Marino, Spain, Sweden, Switzerland, United Kingdom
Anyway the point is that counting UK, Spain and Italy with the same weight as countries one tenth of their size doesn't make much sense.