Looks like a limitation of the radar system. The view that he's showing is a composite view (there's no weather radar that could cover all of Sweden from one single installation). I suspect that there are two stations in Stockholm (one at Arlanda and one south of the city) and that the one south of the city is out of service. The "missing" area is due to the weather radar at Arlanda not being built to view directly overhead. Normally this is hidden by overlaying the same readings from two covering stations.