Focusing on race over reality shows a complete absence of thought and imagination. Jesus is depicted in Europe looking European to make the theological point that Jesus came to save each of us, just as He is often depicted in Ethiopia or China as looking black or Asian.
It's not racism, just an illustration that Jesus came to bring us all closer to God, regardless of the skin color He wore while he walked among us. Mary did not look Swedish, but if art showing her like the girl next door brings people in Stockholm closer to God, then the artistic license is a good thing. Note: Jesus was no more black skinned than He was blonde haired, but that should not matter to people regardless of their skin or hair coloring.