In the 306 confirmed shooting incidents during 2017 there were 41 deaths and 135 instances of injury.
So 23% of times they actually hit someone it turned out to be fatal.
sample in the US:

31% in the U.S. is not a huge enough difference that I'm not sure Sweden wouldn't turn up comparable years of fatal %
I'm certainly not going to chalk it up to some mythical ability of Scandinavian police to target the legs or knee over center mass like every other instance of firearm training in the world probably would teach.