It makes no sense if one believes that they were accused of fake charges based on political pressure and are to be judged on a rigged legal system.
It would be like if J.E.Hoover had his eyes on you, had his police build some BS charges, and made sure (whether by police planting evidence, fake testimonies, etc or by having his judge pals on the case too) you'll be convicted.
Would you take your chances to have the case judged?
Sure, because trumped up charges are symptomatic of a working justice system.
As to why Sweden, who knows why they thought that would be preferable. Maybe just to smear his reputation a bit, to soften the protest at the treatment they want to give him? Very successful if so.
But either way, you're talking about the people who forced down the Bolivian president's plane because they thought Snowden might be hiding in it. When they say "the law only matters when the outcome doesn't", this would be an example of a case where the outcome (stop Wikileaks) mattered.
It is great that people are speaking up about the conditions under which people are punished and the no-win games that put them there. I only wish people could do so when it isn't some high-profile person.