Look at the most free market of them all with the least regulation: United States. Here using a mobile phone is WAAAY more expensive than in Europe. My US friends always thinks I'm lying when I tell them how little we pay for data in EU.
As other have pointed out the population density works against us a little too. Having service when I visit remote places is worth a lot too.
You won't have reception everywhere in Montana but just covering major highways and the interstate system in the US adds a lot of network costs. The barriers to enter are huge whereas you can easily provide coverage for a large part of the population in some EU countries.
Are rural areas in Sweden dominated by small, fairly dense towns? In America, even small cities are sprawling because of cars. People will live 10 miles outside of a small town of 3000 people.