There are many reasons. But I'm not sure what relevance they have, not least because when one looks at e.g. New Zealand, Australia et al, one sees that they had swift, firm lockdowns which were extremely successful. I can only speak in detail to what has happened in the UK, where the lockdowns were applied too late, lifted too soon, applied piecemeal, not applied hard enough, not enforced adequately, were undermined by mixed messages from the Tory government and its idiot party leader, were exacerbated by a failure to heavily restrict or close borders, and were undermined by a small but determinedly idiotic and selfish proportion of the public, egged on by various right-wing trolls and conspiracy theorists.
It is entirely reasonable to compare Sweden with its near neighbours, which are for the most part very similar in terms of geography and demographics. Bearing in mind that the same right-wing trolls who were trying to undermine the UK's lockdown were citing Sweden as an example of a non-lockdown success, I think it's also entirely reasonable to point out that it wasn't the success that they were making out and in fact was a failure compared to the other Nordic countries. If you think I am picking on Sweden then you are correct but only because of the way that people like you used that country to try and undermine other countries' efforts to combat the disease. You'll forgive my schadenfreude now that turns out not to be the case.