> I think here the questioning was more of a "placing under arrest" (there was something about how the questioning is mandatory before officially declaring someone a suspect).

The point is that after questioning, they have to make a decision whether to charge him. Either way, this would have moved the case forward.

>And the questioning needed to happen in Sweden for some constitutional thing?

Not true. As shown by the fact that they a) question other suspects abroad and b) have now agreed to have him questioned in the embassy after all.