Each state is independently obligated not to return a refugee to a place of danger. The convention allows countries to make agreements to deport refugees to safe 3rd parties or stop refugees from transiting (like the EU has with Turkey). If Sweden finds another place for these refugees that's legal (and then that country has the obligation to eventually naturalize them).
Sweden is just not supposed to keep people in a permanent temporary state.
(Also, many asylum seekers just get on a plane, and for them Sweden may well be their first stop)