Swedish Muslims had already been arrested fighting jihad in Iraq and Somalia, so it might not come as a surprise that they also go to terrorist training camps.
In connection with the news that Danish Muslims were training in al-Qaeda camps, Swedish police are also concerned about young Swedish Muslims taking trips abroad.
Also in Sweden there are young people who go out for terrorism training, and they could pose a threat to Denmark [and Sweden].
Mats Paulsson, head of Swedish Security Service counterespionage unit, says that there are Swedish Muslim youth training in Afghanistan and Somalia. Due to the ongoing investigation he did not want to say how many people were involved, only that there were several.
Source: City (Swedish), h/t Muslimska Friskolan (Swedish)
See also: Denmark: Danish Muslims training in al-Qaeda camps, planning attack against Denmark, (European) foreign fighters in Iraq, Sweden: France arrests Swedish Somalia fighter