The government doesn't proscribe organizations or make decisions about what is a terrorist organization. That is entirely up to the courts.

Who SÄPO consults with has no legal significance. I'm sure they even talk to the Turks.

What you link to relates to the Swedish government's ability to institute sanctions against foreign states and persons. That has nothing to do with what is a terrorist organization in Swedish law. Whether an organization is sanctioned does not affect whether the definition applies.