The most obvious joke here is of course the American mediaâ€™s fear of nudity while not really caring about violence.
But thereâ€™s also a hidden joke about Swedenâ€™s past. In the old days all countries used torture, but the Swedes were notorious for it in the North. How they turned Scania Swedish is downright nightmare fuel. They would torture guerrilla soldiers to death, kill their families and wipe out whole villages who supported them. Maybe thereâ€™s a reason why Sweden is the only one not scared of Ă…land.
Today Sweden is pacifist, so he only gets his morbid jollies from scary ass games like Amnesia: The Dark Descent. No, I didnâ€™t play the game. I let this brave woman do it for me http://www.youtube.com/watch?v=vhfTnxG7lLY