You cannot use the UK iTunes Store without 1) being physically present in the UK and 2) setting up an account in the UK iTunes Store, either a new account or by converting your Swedish account, either of which will require you having a UK-issued credit card. The same would apply to the US iTunes Store; you'd have to be in the US and have a US credit card.
So if you live in Sweden, you will not be able to buy any content not offered in the Swedish iTunes Store.
It has nothing to do with the design of the software. The content owners, who generally are different from country to country, forbid Apple and most if not all other legal download stores from allowing cross-border sales. There's nothing Apple can do about it other than to try and negotiate the rights separately in each country, something which is often just not possible.