I am not familiar with the legal system in Sweden, but it seems odd that it would be a police report instead of a lawsuit.
If someone punches you in the street or steals your wallet will you file a lawsuit or call the police? Maybe in America is different, but the normal thing to do is to go to the police. Fraud is not different, the police will investigate.
US legal system is kinda weird
In the USA, probably both. You (or your insurance company) might sue them to recover your financial losses, the police would investigate the crime of assault and/or robbery and pass any evidence along to the prosecutor.
Of course if they have no money or other assets, suing them is a bit pointless.
Meta operates one of their european datacenters out of Luleå in Sweden.