To prevent parents from aborting children of the "wrong" gender. It has sadly happened, apparently.
By the time you can tell, you can't have a legal abortion. Black market ultrasound is probably not the limiting factor in illegal abortions in Sweden or Finland.
They can't really tell with 100 % accuracy until birth, but by week 18 they can tell with a very high level of accuracy. And Sweden permits abortions until the end of week 18.
Im not sure. The best indication I can find is that such identification is seen as unnecessary from a medical viewpoint. Doing a quick search, the only other information I could find on the matter is that not identifying the sex is viewed as standard practice.