Its an old boy network in sweden. They won`t let you do it what ever the easa rules say.
I know 2 swedish pilots that transferred there licenses to the uk for that very reason. Flew lhs for a thousand hours then got a job back home lhs. In the end they just stayed with the uk caa because they were refused ATPL`s because they hadn`t gone through a swedish approved command course. And by going UK that was deemed cheating the system.
The other advantage of uk is that you don`t have to pay a fortune every year to get your rating renewed the examinor just signs it on the spot. So i would see if you could transfer and upgrade at the same time then convert back if you so wish later.
The danish caa also seems quite open thinking about these things to.