At the time, Sweden was a better candidate for extradition because it has less limitations on extradition than UK in Assange's case (because he is a Commonwealth citizen).
As for the 'if he was innocent', I see this argument quite often, and I have only this to say: his self-imposed punishment of being locked up in a closet for 5 years is worse than any possible punishment he would have received for the crime he was accused of. So tell me, if he was only looking to avoid punishment for the crime he commited, why did he impose an even worse punishment on himself?