Yeah, good point. I think it's vital to distinguish between local success and global success though; Sweden has a number of companies that have made it big locally but with a non-existent international footprint (Adlibris, to name one), and a select few lobal players, like Spotify.
I agree that you should look at the world as your home market, but in practice there's more to it than that. Just opening shop in another country usually means incorporating for example. Our founder has mentioned a few times that his biggest regret was setting up shop in England after Sweden, instead of going after the US directly. In hindsight, the gain/pain ratio would've been a lot better.