There are many fundamental issues that can only be solved by very unpopular political decisions, meaning nothing is done because it would be political suicide in the short/mid-term (the next 4-8 years).
1) While the Swedish state has strong finances, the Swedish communes (responsible for most of the practical welfare, like healthcare, education, and so on) are struggling significantly. Taxes likely need to be raised 5 percentage points over the next 10 years just to maintain the current level of welfare. And that is not factoring in the missing professionals, like teachers and nurses. These professions are very poorly compensated so a lot of them quit. On top of the issues with the communes, the Swedish households are among the most indebted in the world, due to cheap mortgages on houses and a housing bubble that is just slowly beginning to deflate. The next recession will be very tough.
2) Sweden has failed with immigrating all low-skilled refugees and economic migrants from third world countries. I think Sweden should be applauded for trying to do the humanitarian thing by helping people in need, but what has happened is that there have been too many low skilled people, too quickly for them to be absorbed into Sweden. This cohort of immigrants simply do not have the skills or education to not be an economic burden on the Swedish society. The costs are enormous. In Sweden the talk is about we've created an "ethnic lower class" that can only survive on welfare. The problem is a welfare state only works if a vast majority pitch in to the welfare state. This is a big contributing factor to many issues in Sweden right now. At the same time, the big unions and the Social Democratic party is hostile to skilled workers coming to Sweden because they may compete with the union members, leading to a lot of skilled engineers and similar being deported because of technicalities. So Sweden is basically doing the opposite of Canada: we are hostile to people who can contribute to Swedish society, but have been very welcoming to people who will never realistically contribute a dime to the Swedish welfare state.
3) There's shortage on housing in the big cities due to regulation and rent-control. There is absolutely no incentives to build new apartments because the return of investment is non-existing, and all the zoning regulations and similar makes it a multi-year project just to get permission to even start building. What happens is the only new apartment buildings being built are apartments that are so expensive only people the people who do not have a problem getting an apartment in the first place (due to being well off) can buy them. For the Swedish 99%, you either need to get lucky, take significant loans (which people have done due to almost 0% interest, which will be a catastrophe when the interests rates increase, which must happen within the next 5 years) or stand in the state apartment queue for 20-30 years. The only way to solve this realistically would be for the state to invest heavily in apartments, basically build away the shortage, and then remove the rent control. Finland did this. But it was highly unpopular.
If you are in the top tier of your profession and you can basically get a job in whatever country you please, I'd hang on moving to Sweden right now.