The number of Syrian refugees fleeing to Israel is also nearly zero, 70 years of propaganda would do it for it as well as Israel not being a welfare state.
Overall you can say the same thing about most Gulf nations, only with one exception they have more cash than both Israel and Sweden and they are both culturally and ethnically more similar.
Considering that many of the Muslim refugees are Sunni, a better question would be why didn't Saudi Arabia and rest of the Oil club didn't take most if not all of them.