I too thought that the women would have had an easier time in Sweden. I have always thought of the European countries as more accepting of other cultures. The set up (in the book)in Sweden of the new immigrants seemed pretty generous to me. What I keep forgetting is the resentment that can rise up from the "home folks" who feel they are being pushed to the side to provide for the newcomers.
Now, about the sexism, it's been around forever all over the world. One source I read (exploringyourmind.com) said that education needed to be started at an early age that "respect, tolerance, and equality are basic rights", before sexism would be rooted out. There can be laws in place to enforce equality in different situations but for the people who think like Ragnar (when he's exiting the cab after Kemi has spurned his advances for the lasts time and he predicts what having sex with her would have been like), it will probably take until their genetic matetial has been severely diluted for sexism to be erased.