My guess: Taxes. In Sweden at least, roughly half of the money any company makes, is going to taxes before getting in the hands of the employees, leaving much less buying power for consumers. Add to that a 25% VAT on anything you buy, and, yeah.
Spotify, Skype etc are addressing an international market, so the exact situation in Sweden wouldn't affect that much, and also I don't know if e.g. Spotify is even really making that much money yet from customers.