I believe you are right. However, both the economical impact or the total mortality are things that we are far away from having an answer to yet. As far as I know there is no reliable data yet on number of infected in Sweden (or any of the Nordic countries), and as long as we don't have that it is very hard to to a realistic comparison. A couple of weeks ago Denmark and Sweden reported figures from small samples they taken. These indicated that Denmark had much fewer infected, but at the same time a higher fatality rate (especially among elderly). Both were very small studies, and both with obvious flaws, so drawing conclusions from these should be done carefully.
If we assume that the figure were right, then even if things like unemployment rate have followed similar patterns, it is quite likely that Denmark will have to keep harder measures for longer and therefore get bigger problems over time. On the other hand if they are wrong then it might be Sweden having bigger problems ahead. We just don't know.
For me one interesting thought is, if we we say that countries like Norway, which are below there average death rate, are doing the right thing, then why are they not doing this every year? If you are able to go below your average in the middle of a pandemic, and claim that you are doing the right thing, shouldn't the consequence be that you should do the same during every single influenza? Probably not, because you have to think long-term too: What's the long-term consequence if you have a, let's say, 2 week influenza lock-down every year? Or, what is the long-term consequence if we do a 3 months or months lock-down during pandemic years?
That's not straight-forward at all to answer.
(Btw, the last few days Sweden's death rate counted per 10 million inhabitants look like it will be very close, perhaps even below, average. )