I actually really do love Malmö, but not all of Sweden feels the same. The whole Skåne province was under Danish rule for so long, that it's still given the fish eye by the northerners. My sister and I were in a bar in Stockholm talking to the bartender about New York and New Jersey, and I said, "Yeah, but she lives in Sweden now." He said, "Ja? Where do you live?" She said, "Malmö," and he paused, started drying a glass, and said, "That's not Sweden."
I think he was just a jerk, but it wasn't the first or last time I've heard that sentiment...