Right, I'm an idiot. I have a Swedish SIM somewhere. It was Germany I was thinking of (and then, 3mo later, on a subsequent trip, easily bought a SIM anyway). So much misinformation out there -- and I suppose I'm not helping.
It's amazing how hard it is (as a foreigner) to come by solid information on the legal situation around SIM card purchases. It seems every company is different, and the more restrictive ones have an incentive to make it sound like a legal issue rather than a business decision.