You've got it right. Everyone can travel to Sweden from an EEA country or Switzerland, but from outside the Nordics you need the EU Covid certificate (or other approved certificates).
The ban for travel from third countries is based on recommendations from the European council. There is also a desire to keep travel within EU possible.
The European council has also recommended countries to open for vaccinated travelers. Sweden has chosen to wait until the common EU infrastructure can handle the respective third country certificate.
So the situation with the possibility to easily circumvent the ban is rendered by
- not every country has implemented the ban
- Sweden has chosen a cautious approach to open for vaccinated travelers
- the wish for open intra-EU travel
I would recommend you to not book a single ticket from UK to Sweden since then you might need to argue about the rules when checking in for your flight and you might even be denied.
Update 2021-10-07 Travelers vaccinated in the UK can enter Sweden from 2021-10-11 (press release)
The Government’s decision today means that people travelling to Sweden who can present a vaccination certificate issued in the United Kingdom are exempt from the entry ban and test requirement.
The amendments enter into force on 11 October.