Why are the filters so important? What is the 'use case'?
I'm also not surprised it's hard to get a Swedish founded company to introduce explicit filters. At least to me and my peers, the explicit words thing - beeps and all - is one of the most mystifying parts of US culture, especially since the same words also are so prominent in a lot of popular culture. So whatever culture you're from, getting a "Swedish" company to understand, and implement explicit filters is going to be an uphill battle because of this.
Locally, they would probably also be considered old and stodgy if they did it, not unlikely it cost them quite a few of the younger users.
In the US, nobody really thinks twice about toy commercials run during cartoons, but in Sweden, these have been made illegal.
I'm not advocating for or against either, just pointing out that it is usually significant to the culture for some historical reason or another. As long as it's not causing harm, it's usually up to the service provider to decide to or ensure if they are going to cater to the cultural norms of that market.
I'm not an Apple guy, so my built in bias means I haven't used Apple Music, but maybe I should give it a chance.