I’m not Swedish. Does Mullvad do what it says on the tin? That’s all that matters.
The CEO’s extracurricular activities are none of my business.
Let's draw this to its ultimate conclusion.
Would you subscribe to an excellent VPN service, if it was run by [insert universally abhorred brutal dictator from history here]?
He's not just the CEO, he's a co-owner... Meaning that the profits from the business acrue to him... and therefore enable this party.
So, it's a question of "am I ok paying for this service, knowing that a portion of that money will flow to this political party and how do I feel about the results of that funding?"