Extremely good is getting a bit over the top. The Gripen was designed in the 80's and it shows. It cannot really compare with something like the F-22 or 35 on anything substantial except cost. And if you're optimizing for cost, it becomes a question of how many pilots you're willing to lose to make it fulfill realistic roles.
Which jet will they prefer if they need to defend Greenland? A dated and affordable gripen, or an F35 that the Americans will just beam a kill -9 command to via a backdoor?
Can probably also use other missiles but I agree we need to get rid of all US dependencies and I guess a lot of effort is going on now to see what can be done to get rid of the American engine.
Maybe a cooperation with French (Safran) or British (Rolls Royce) industry could remove their reliance on the Americans? (Not suggesting overnight but over the next 2 - 7 years.)
The best medium range missile usable from a Gripen is the Meteor, which is a European product. Of course the issue is that production isn’t high enough.