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Sweden also turned over crashed V-1s and V-2s to the British during the war so this issue is not as cut and dry as it seems.
At one time some upper crust German families settled in Sweden and a relationship existed on some level between the countries. This relationship also existed in all the Baltic countries. Germany was to the Baltic region what France was to Russia, a source of somewhat higher culture. Many Swedish families have German names. Many Germans lived in Sweden off and on.
Sweden remained neutral during the war. Norway was invaded by Germany and so was not pro-German. Finland, on the other hand, was fighting the Soviets at exactly the same time Germany was fighting the Soviets and accepted aid from Germany to do this. They had a much closer relationship with Germany than did the Swedes. In fact, Finland as been accused of being a stealth Nazi government during these times. Their aircraft displayed a blue swastika.
Hermann Goehring had some sort of close relationship with Sweden, his wife may have been Swedish or something like this which is one reason for Sweden being accused of being too close to the Nazis.
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That is an interesting take on the Baltic Germans;not exactly how I would describe the relationship.
You should probably know that the blue swastika on Finnish aircraft,tanks etc predated Nazi usage,via a Swede who did have Nazi sympathies but there is no connection between the symbols. For that matter,the design has been found on pre-Viking age artifacts in Sweden. There may have been Iron Age Nazis...maybe.
Göring's first wife was of Swedish nationality but not heritage,she was Anglo-German.
Sweden had a choice: get invaded or not. They needed coal so they traded ore and some finished steel with Germany. On the other hand,they also smuggled ball bearings and finished steel to the UK. Sweden's armed forces were very weak in 1939-1940,they couldn't have stopped a German invasion. Even the buildup that really got underway in 1942 was with already dated technology hardly on par with Germany. Not that it would have been neccessary to do much more than freeze and starve them into submission,where were they going to get help from in 1941-1942?