It's always been this way. Even the Viking women were independent and strong... the men would go sailing off somewhere, the women would have to run the country while the men were plundering some English village.
Also, religion never really took hold in Sweden. That might have something to do with it as well. Honestly though, I'm not really sure why it is the way it is, I just know that in Sweden, you're really not supposed to think about women and men as having different gender roles. Just like you will see women who do all the jobs that men do (and you see this in America now as well), you will also see a lot of men in Sweden who are nannies, who are nurses, teachers, chefs, maids, all the typical female jobs in America.
America I think has progressed to a point where women can play male roles, even though in some ways this isn't complete. However, men still hold firmly to their gender role in the USA, which is less the case in Sweden.
American men see Swedish men as sissies, Swedish men see American men as insecure in their manhood. Really it's just two different cultures.
Why do you think things are this way? Interested to hear your thoughts as well.