The Co-op grocery store in Stockholm Centralstation also has self-checkouts but it's self-checkout is a lot slower when you have 20-30 items in your cart, and you have to catch a train.
You bought one bottle of water. You're not benefiting from the store. The store owner isn't benefiting from you using his store instead of his vending machine. Store customers aren't benefiting from you using the store instead of the vending machine.
If it works in the Shanghai subway (daily ridership roughly ten times the population of Stockholm), it'll work in the Stockholm stations too.
Also, people usually buy stuff like a drink, magazine, chewing gum, books, maybe other snacks from a store. Not sure how a single vending machine would be able to vend all that. And even if you could — I’ve seen Japanese vending machines — you’d only be able to carry a very small selection.
This seems like a situation that would be improved for all concerned parties if there was a vending machine in the station.