Those are the letters we have that are distinct from English. Not exotic to us, but yeah, "weird letters" is probably considered part of the international brand now.

By the way, we consider them unique letters, not A and O with diacritics. The Swedish alphabet goes …XYZÅÄÖ.

Oh, and I just learned that we only officially added W in 2006. Before that, it was considered a variant of V. We still pronounce them the same, which is why many swedes will mix them up when speaking English. Mostly in the W->V direction, but I've heard the opposite happen too.