Swedes, like myself, love to hear and see what other nationalities think of us. A lot of our entertainment is about laughing about ourselves and embarrassing situations. We love sarcasm and innuendos as well, but embarrassing situations really is popular.
Welcome to Sweden exposes a wide range of odd Swedish behaviourisms and is as entertaining to laugh with as it is to laugh at. The confused reactions of the character played by Greg Poehler helps to add to the humour.
If you know a Swede or someone who moved there or away from there, this is a funny way to get an insight into this very bizarre culture of the world's happiest people. There are things to learn and avoid from Swedish "wisdom", but in both cases it can be fun to laugh at (or with).
If you don't really like "etno humour", then you would probably rate this TV series a lot lower than me, but I find these 20 minute bitesize pieces of Swedish (and American! as the author is American) humour delightful.
For Swedes who think the series stereotypes us: Yes it does. All entertainment does this. Learn to laugh at yourself (or in worst case, others) and enjoy life rather than whine. :P (Yeah, so we're not all like this, but I'm guessing any intelligent person (even Americans) get that!)