I'd say it's probably because your surname is merely a small part of your actual total ancestry. You might only have very distant Swedish ancestry, which for the record would be reflected in your Y chromosome DNA analysis, but that's only a small portion of your total (aka "nuclear") DNA.

Also, people from different parts of Europe tend to be at least somewhat admixed and will overlap with adjacent regions in terms of their DNA results, such that people from Britain will show Scandinavia or vice versa. Past invasions, migrations, and conquests are largely responsible for this admixture that spills across close regions.