Both a "Friggebod" and an "Attefallshus" requires the building to be built on "a land lot with a single-family or a duplex house", as you mention, which hardly applies for a house built in the middle of the forest. While I can't be sure, I don't think land lots with houses on them are merged with kilometers of owned forest. And even if it is: there are regulations on how and where you are allowed to fell trees.

I want to clarify that I'm not saying this building is illegal, which is what some people seem to choose to read: I simply said that a large step in this process often seems to be omitted.