The difference is probably that Sweden isn't as privacy unfriendly as the USA, despite being part of the fourteen eyes programme.
Also legally national security letters can not require monitoring of the contents of communications but only compel the recipient to produce existing records regarding the communications. For a VPN service that did retain logs a NSL could require them to be turned over; however, for one which doesn't there would be nothing to turn over and a NSL can't compel the collection of such information when it doesn't exist. A NSL which tried to exceed these restrictions can be fought in court.