I wouldn't presume to equate people who lean Right in the US with people who lean Right in Sweden. There are so many differences it is a bad analogue.
It should be noted that large numbers of Muslim Albanians emigrated to Sweden in the 1990s. I don't recall reading religious differences being a huge barrier (though organized crime was and is).
As for your point on the race, I would add that European racism is different than in the US and in some/many occasions is worse. We have a melting pot mentality in the US. We are used to seeing people of all backgrounds here and have always welcomed them; at least officially. But Europe has never been that way until VERY recently when nations with Empires saw influxes of people from Africa and Asia. For Nordic nations lack of exposure to other races is far more pronounced than that of mainland Europe. So yes, racism has played a role whether people admit it or not.
But, if you want a case-study in how two similar nations have different solutions to immigration with people who have very different cultural backgrounds I would have you look at the Norwegian model. They place a heavy emphasis on assimilation and allow much lower numbers of immigrants in. Its worth a google search.
Perhaps
@BimboColesHair can add more.
Collectivist mentality.
Scandinavians like Scandinavians, or people who embrace the Scandinavian way of life...if you don't, you'll have problems with them and they will let you know about that, because they expect you to remain in the collective....its been like that for a long, long time, and that mindset won't change in the blink of an eye.
In most cases, this doesn't spill over to religion, or skin color, though...at least in Sweden. They just want you to be a Swede, happy to be in Sweden, and happy with what you are being given while in Sweden. Shit, there's a fair amount of ethnic Swedes who are converting to Islam as they have been exposed to it more and more.
A big problem in Sweden is this though. Ethnic Swedes see immigrants given free houses, free healthcare, free education, and in most cases a job. So when those non-ethnic Swedes proceed to protest, or lash out because of perceived inequalities, most Swedes don't understand why they are doing it when they are being given so much already by their country
They see people not embracing being in the collective, and that's when the racist remarks come out, the parties saying immigration has been a failure in the country come out, the anti-immigration remarks come out, etc...
They do this because they have never been through this and don't know how to act or react to this. For the majority of Sweden's existence, most of their immigrants came from other Scandinavian countries. My family immigrated to Sweden from Denmark in the late 1600s. They weren't exposed to Africans, or Asians, or Arabs...they weren't even exposed to many Americans...this has only changed over the last ~70 years, so Sweden is in its infancy as a country on how to deal with other cultures and races, and it really shows at times.