More likely, there's a optimal amount of sun that you should get to live the longest and Sweden provides less sun than that.

This is especially likely since, as another commenter pointed out, they corrected for wealth factors already!

Stockholm is at 60N, the university that did this study, Lund, is at 55N. If you live further south than that, you might be getting optimal, or even more than optimal, amounts of sun even without sunbathing.