That 0.4% difference in death rate is measuring survivability as it records the chance of dying from the virus.
That 0.4% difference suggests Finland's health system was better than Sweden's at handling the virus, as your chances of dying were much less.
When it comes to actual deaths Finland was doing over 830% better (i.e. 168 per million compared to 1406 per million) than Sweden.
Edit: Fixed my bad math. My 90% better figure was out by a factor close to 100.