Playing devil's advocate:
The death counts are what they are, but on the other hand, Sweden is extremely unlikely to experience a 2nd/3rd wave, which is experienced now by the countries you listed - it's not even halftime yet fighting the virus, it's too early to say who did better.
The "any way you slice the data" is not so clear either. As someone pointed out, Sweden had fewer deaths (in the thousands!) in previous flu seasons, I've read the hypothesis put forward that part of the reason Denmark has done so much better is that their weakest already succumbed to the flu in 2017/2018, whereas Sweden's were spared. Nearly impossible to prove or disprove, but there ARE ways to slice the data that make the attribution to policy less convincing.
> Now Sweden has a population slightly less than Finland and Norway combined, and figures can be difficult to compare, but still it's hard to avoid the conclusion that so far, around 4000 people in Sweden have died because of differences in policy compared to its neighbours.
Another way to slice the data that is important: Sweden has, by far, more black skinned immigrants than Norway (and I think Finland too) -- which are faring worth everywhere, likely some sort of sunlight/vit-D related process. A significant number of those who died in Sweden are immigrants.
If you compare Sweden to Belgium (which had strict lockdown, but similar immigration patterns), the policy argument is less convincing again.