Rights depend on jurisdiction. I’m not aware of any right to privacy regarding place of residence or tax returns in Sweden.
A resident is entitled to file for a “protected identity” which would obscure their address, phone number and person number on these types of services. Even celebrities tend to avoid doing that unless they have a persistent stalker, because it leads to all sorts of practical problems when dealing with everyday administration.
That's because you usually can't.
In extreme cases you may be eligible for protected identity[1], but that status is not easily achieved.
[1] https://skatteverket.se/servicelankar/otherlanguages/inengli...
Btw his place of residence was hardly secret, but it wouldn’t have been if he were prime minister of any other particular country either.
But if the case is officially resolved, well that's all good then. Nobody followed the Prime Minister to the theater and waited for him to leave in the dark of night. No stalking to see here, because Sweden. Move along.
Edit: I read through your link and did some light browsing of my own (later stonewalled by the fact that I don't speak any of the Scandinavian languages). I don't see anywhere that a citizen can re-assert their right to privacy but that would seem to be necessary in some cases (e.g. Twitch streamers wanting to remain incognito to avoid getting SWATted or otherwise frequently visited by police).