Weird and distorted conclusion. "After adjustments for direct and indirect taxes paid," indeed. That's the whole difference: The Scandinavians have a much better taxation system.
I'm not sure what you mean, but the point is that Sweden has the weird habit of taxing benefits, something I think few other countries do. People who get, say, unemployment benefits get taxed on it. Thus, both tax levels and spending levels SEEM higher in Sweden than they actually are, since some of that spending is taken back through taxes and some of those taxes are on money already earned by the state through other taxes.
That almost sounds like redistribution of the wealth.