Sweden just isn't made for a high income, high spending scenario. For instance most of the benefits (unemployment, sickness, parental etc.) have a cap. Taxes have also become more progressive in recent years.
Compressed salaries basically, so the high end is lower and the low end is higher. I generally like that, since it means I can have friends in different occupations without huge socioeconomic gaps between us. But it means the income at the high end doesn't buy the same lifestyle. It's nonetheless enough to buy a good lifestyle, imo: as someone around the 80th percentile in Copenhagen incomes I live "somewhat better" than the median income earner, but the median is already living a pretty decent lifestyle.