In what ways do you consider Sweden a conservative country? It is very socially liberal and while it's finances are run mostly sanely, it has a huge re-distributive welfare state.
Conservative in the sense that they are trying to preserve continuity and stability. Probably not the best choice of words on my part. I'll edit it out.
Despite the fact that nominally conservative parties implement such policies does not make those policies 'conservative' in any meaningful political-history/ideological sense. Just like Obama renewing the Patriot Act doesn't make it liberal legislation.
Conservative in the sense of personal and societal responsibility and a strong adherence to tradition. Switzerland is the same way, very conservative by European measures, but by the way we (Americans) rate conservatism, not at all. All these countries are socially progressive with strong safety nets, but relatively liberal economically (again, in the real sense of "liberal"). I would think that the American/New world conservatism is the one that's messed up and twisting the meaning of these words.