Perhaps in Russia it's a bit... easier?
It might be perfectly legal for Russian nationals. Since I am not Russian, I do not know with certainty, which is why I ask if you had checked with an expert.
To avoid Swedish tax, you have to either pay taxes in the country you are living in or prove that you no longer have any lasting connection to Sweden (no partner or children there, no house or apartment and no ownership in any companies).
Which is not hard at all: Don't have kids there, house or ownership. And you're free from taxes
But you are right that it doesn't seem to hard, so I looked into it some more. I think the main problem would be to prove that you are not living in Sweden (the burden of proof is on you for the first 5 years). It seems that the requirement for not permanently living in Sweden is to permanently live somewhere else - perpetually traveling the world doesn't seem to be enough, you have to prove that you are a resident somewhere else, usually by applying for residence and paying taxes there...
[1] - http://www.cra-arc.gc.ca/tx/nnrsdnts/cmmn/rsdncy-eng.html [2] - http://www.cra-arc.gc.ca/tx/nnrsdnts/ndvdls/nnrs-eng.html#tx...