&gt; Going to Sweden would have actually created additional barriers to the US getting him. 

Which? Sweden is know to extradite people upon landing in the country and has sent people to their death in countries like Somalia, Eritrea, Iraq and Egypt. Additionally it does not allow appeals for extradition decisions.,  

&gt;Were he in Sweden on extradition from the UK, the US would have needed permission from both the UK and Sweden.

No he wouldn't. And even if that were true, there is no reason to believe such an arrangement would not be reached while in transit form the UK.