Except the UK has done similar and more under the "special relationship", I didn't ask if Sweden has a perfect record.
But in any case, the issue isn't whether he was right, but whether he believed he'd be safer in the UK than Sweden, and I think the Swedish prosecutor did a whole lot to make him worry that something fishy was going on. I've written more than once over the years I think she was acting out of political/ideological reasons (specifically, she had a long history of fighting for much stricter treatment of rape cases) rather than due to US pressure, but the net effect was a whole string of incidents around the case that'd easily look mighty suspicious for someone worrying about the US trying to get them.
I don't know whether or not he was right to fear it, but I'm surprised he was.