Actually, in that map Sweden is colored (depicted) as a “neutral” country like Ireland and Spain.
Sweden, like Switzerland, assumed a stance of armed neutrality. Norway and Denmark had been occupied by the Germans, Iceland by the Americans and Finland was engaged in the War against Russia. I say, good for Sweden and Switzerland.
In the perverse Nazi racial ideology, Scandinavians were seen as the purest of Aryans, trumping even the Germans themselves, secure in their northern racial redoubt.
In Hitler's vision, once the War in Europe had been settled on terms favorable to the Nazis, Sweden and the Netherlands along with Denmark, Norway and ultimately Switzerland would be conscripted into Grosser Deutschland.