To put it another way, its one of the last industrialized nations able to hold onto a homogeneous culture and rooted in a shared ethnicity. A lack of immigration or colonial baggage, combined with culture deeply rooted in a "don't stand out too much" mentality, makes governance and social welfare quite easy. Its an impenetrable boundary for immigrants and effectively creates a whole new social class; reactionary political movements are thriving in ways not seen since German occupation. It doesn't hurt that there are only a few million people, all living very close by. This system will slowly fall apart over the next quarter century as Sweden continues to globalize in order to maintain population and economic growth. Sweden and the Nordic countries are an exception to the rule of social society and, though we can try to mimic some of their successes, not an example to model off of.
Its also worth noting that their government systematically props up the labor market, especially professional classes. They employ massive amounts of engineers and scientists, working on projects that never see the light of day. A country free education combined with a comparatively small business culture needs a blow-off valve in order to maintain quality of life.
The European social states are a product of their place and time. Huge parts of developed Western Europe were completely destroyed during WWII, leaving much of their populations homeless and destitute with little economic capital. These countries had no choice but to guarantee extensive social services. This was economically possible due to massive stimulus by the Marshall Plan and UN during the post-war reconstruction years.
In part, the problem was solved by worker immigration as well, which may be the less altruistic part of Sweden's traditionally open stance to immigration. This, along with the fact that Sweden has negative nativity.
Sweden currently has 6.2% unemployment, which may be a tad too much, but for the vast majority is nowhere near "spending most of their adult life on the dole". It is possible to have a country with no unemployment, but not one that has a market economy.
The pension system does need a reform though, primarily because we live longer lives and it's made for a population with shorter life spans.
Is the message "don't look to them as an example"? Because they look a pretty good example to me.
You say: "These countries had no choice but to guarantee extensive social services."
On the contrary, they had a choice and has paid well.
Finland has plenty of colonial baggage, having been a colony of both Sweden and Russia (who brutally displaced the native Lapps/Sami), and modern Finland was built on immigration. In addition to the obvious Swedes and Russians, which are still sizable minorities today, an astonishing number of magnates from the era of industrialization were immigrants. Finlayson? Scottish. Fazer? Swiss. Sinebrykoff? Russian.
Yes, immigration to independent/post-war Finland was near-zero and everybody got a good 50 years to mingle together before the European Union came along and opened the doors again. But pretending that Finland's economic success is down to "homogeneous culture" and "shared ethnicity" is absurd.
I very much doubt that it true for Sweden either.