30 km\h limit in densely populated and heavily used by pedestrians first\last 2-5 minutes of your travel does what? Extends your travel time by 1 minute? At the same time making it nearly impossible to kill a kid, cat, dog or human in these places.
Same goes with the right of way in these places. You're in a car, you're getting where you're going much faster anyway, so you let pedestrians go first. On pedestrian crossings, and often even without them in such "last leg" places.
It's completely logical. You don't go faster in places where somebody can suddenly walk out from behind a parked car, bush, whatever. But it's a cultural thing in Scandinavia.