We are also rather near Russia, and we have our laws for a reason. We're not going to apply anything less just because our government wants us to.
Tell this to Julian Assange, or to Peter Sunde, Fredrik Neij, Gottfrid Svartholm, and Carl Lundström. Though these are examples of government pressure in the opposite direction, they are still examples of how despite having no legal powers to intervene there is plenty of de-facto power being wielded by the U.S. over the Swedish justice system.
Not having this of filth allowing third parties access to our data is foundational and I don't see how any interference with it could be justified. Historically you shot people like this.