In a translation course I took at university they told me that when translating subtitles from English to Swedish the translators often take a lesser curse word in Swedish, as it is perceived by Swedes that the equivalent word in Swedish is generally more offensive than its English counterpart. So I would say it is at least somewhat general that native curse words are perceived rougher than foreign.

And both languages have many curse words that technically mean the same thing.

I also got very weird looks from students in the US when I started cursing in English there... Like I was summoning a demonspawn.