The link you shared has data from 2021, which looks completely different than what you shared - and Sweden comes at 12th, but all the other nordic countries are buried way down in the ranking. It's frankly very hard to believe that the nordic countries are more unequal than America when it comes to income, wealth, well-being or pretty much any statistic you can think of.
There is a asterisk in the table that says that the numbers are a mix between wealth inequality and income inequality. I think it makes it very volatile and hard to interpret.
