One could argue that perhaps the passengers' metabolisms are increased slightly to make up for the extra heat loss due to a cooler environment. But this has got to be totally negligible with respect to the energy dumped by a stopping train.
2000 Kcal/day * (4.18 Joules/calorie) * (1 day/86400 seconds) = 96.75 Watts
What also may help is higher tunnels. Temperatures near the ceilings of those tunnels will be quite a bit higher than at floor level. Stockholm might just have more high ceilings.
Some subways, for instance London's, are built with uphill slopes prior to stations, so that part of the kinetic energy is converted into potential energy.
Many subways use regenerative electrical braking for part of coming to a stop, i.e. the kinetic energy is partially converted to electric energy which is used by other trains on the network. Some subways increase the efficiency of that by having storage, for instance a large battery, in stations.
References: http://www.eenews.net/stories/1059982358
www.londonreconnections.com/2011/milestones-reached-on-the-jubilee-and-victoria-lines/
http://www.railway-energy.org/static/Regenerative_braking_in...
So yes, an ICE will have an order of magnitude more waste heat. That's why a car engine requires liquid cooling to avoid destruction but a similarly powerful electric motor only has a small fan to keep air running over the windings.