The Swedish authorities don't "just want to talk to him", they want to do the equivalent of interviewing him under caution with a view to probably making an arrest afterwards. They
have now eventually indicated they'll visit the Ecuadorean embassy in lieu of other alternatives, but it's fairly rational for a judicial system to try to avoid setting the precedent that fugitives get to dictate how and when they can be questioned, especially when said fugitive also has an expensive legal team trying to get the case thrown out on every conceivable technicality going.
If police ever indicate that you're wanted on suspicion of a crime, try telling them you'll agree to help them with their enquiries so long as they agree that you set up the interview environment and they can't take you into custody afterwards. I guarantee they won't accede to your request, even if you've never leaked a diplomatic cable in your life.
Now provide us with a rational answer as to why those same Swedish authorities let him walk around freely and even leave the country after tipping him off about the allegations if their primary motivation was a one-way ticket to the USA?