If the far-right parties they're supporting are similar to MAGA in the U.S., what they're doing is taking customer money and funneling it into a political effort to do just what you're describing - just in a different way. "We don't like groups X, Y, and Z, so we're going to fund a political effort to take their rights away by using government."

As I understand it, the Örebro party pushes for deporting immigrants and has a "Sweden belongs to the Swedes" policy that includes deportation for even those born in Sweden if their parents were born in, e.g., Somalia. So basically, "we don't like certain people, so we want to use customer money to force them out of our country". That really doesn't paint Mullvad as the victim, here.