Most of these people you mentioned were either students who after completing their education, worked for a few months or an year and left Sweden or temporary(contract) workers.
Things are changing now. Sweden is growing from a technological standpoint and they need more people to get their job done especially in the field of IT and service based businesses. This is where Indian workers come handy.
Most of these workers are now settling down for a longer period. Most of the Indian people I know works in IKEA(Älmhult), in big IT companies in Stockholm and other big cities in Sweden. Many of these people are starting back for longer than 5 years now and have got the Swedish permanent residency and believe me they are very happy there.
There are many challenges related to weather especially for Indian people in Sweden because they are not so much habitual of it but Sweden is supremely inviting and is an immigrant friendly country with its own share of limitations.
Unlike US, UK, Australia or Canada; the Indian diaspora in Sweden and Scandinavia is still very small. Hence you won't find too many Indian restaurants and Indian grocery stores. This is one of the challenge for many Indians living there. But this is also rapidly changing as more and more Asians are coming and settling down there.
The Swedish universities are also ranked very high in the world and it attracts lot of Indian students every year in their Bachelors, Masters and Doctoral courses.
Apart from these few things, there is hardly any reason why Indians don't want to live in Sweden for a long time. Over the years, the population of Indians have increased in Scandinavian countries because of the great number of opportunities, visa relaxed rules and ease of getting permanent residency.