Sweden has previously been happy to circumvent their own legal process and simply assist CIA operatives in kidnapping Swedish residents right off of the street in the middle of the night. https://en.wikipedia.org/wiki/Repatriation_of_Ahmed_Agiza_an...

The UK doesn't even typically allow rendition flights to even refuel, and absolutely requires all extraditions to go through the strict legal process. I think it's mainly a pride thing about not rolling over and letting a former colony run amok extrajudicially in your homeland.

I can see why he didn't want to step on Swedish soil if he got a hint of US led shenanigans.