Simple. The US and the USSR traded with Germany, as far as Hitler's actions in Europe stayed within the frames of conventional war. But Sweden traded with Germany as Hitler wound out the new type of war - racial genocide against Jews and peoples of East. When Hitler invaded Belgium and France to avenge the Versaille , annexed Austria and Sudets there were no genocide and deliberate extermination of humans.
As Swedish surrendered light-haired and blue-eyed Norvegians and other Europeans of the "incorrect" political views to Gestapo to be tortured and slain, it's damn horrable to imagine what happened to Jews. But, of course, the official history is merciful to those, who write it.