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We have a rather vague guideline about home country:
Country mostly associated with this artist.
Not necessarily the country of birth.
In this case, Swedish seems the best option.
Not sure if the guideline is being consistently applied (hence this post), though I admit there would be judgement calls. In light of the current guideline, might I suggest:
a) Re-opening this matter and noting the country of birth in the comments, and
b) Changing the guideline to include noting the country of birth in the comments if different than the country of fame.
Another example would be Freddie Mercury