Sweden has implemented the Blue Card scheme, so work permits should now be simpler for highly skilled migrants:
http://www.workpermit.com/news/2013-08-23/sweden-joins-eu-bl...
http://www.workpermit.com/news/2013-08-23/sweden-joins-eu-bl...
Individual countries can and do override EU regulations. Sometimes even illegally. Getting local laws overturned in the EU court system is an exercise in futility though.
You'll also notice a long list of requirements, some of which can be very hard to live up to. As an example Sweden doesn't recognize Russian university degrees. You'd need a year or two extra of a special "top-up" education in Sweden, depending on your field, to have a "valid" bachelor or candidates degree. To get that though, you'd need the living permit which you can't get without the degree... At least through the blue-card method. This kind of catch-22 situations grounded in bureaucracy and red tape are very common in Scandinavia. Sweden is much better than for example Denmark though, but it can still be extremely frustrating.