Swedes eat a lot more animal products than other nations, especially before the anti-fat hysteria that began in the late 1970s, but even after that they haven't fallen as much as the US and UK have for tofu, green-only salads with non-fat dressing, and piles of pasta.
One obvious health benefit is their stature -- they're overshadowed only by the Dutch (who also gorge on animal products), and stand one to two inches taller than Anglo people in the US and UK. Another is penis size: Swedish men have the second-biggest members, just below the pate and cheese-eating men of France.
What about the benefits for women? Sweden certainly has done well in the Miss Universe competition, especially considering its tiny population to draw contestants from. They've done far better than England, and on a per capita basis they've done better than the US. Stereotypes abound about how beautiful Swedish women are, while just the opposite stereotype holds about their English and German contemporaries.
More specifically, Swedish women seem to have really nice skin compared to similar ethnic groups. Pay attention to the skin on the brunette's legs in this ABBA video (hit the HQ button):
Now, the blond is 25 in that video, so her skin tone isn't surprising. But the brunette is 30 years old and still enjoys some pretty taut flesh -- bouncy enough that she can successfully sport a micro-miniskirt after passing the big 3-0. I don't think this is a "good genes" effect, since her face -- despite having nice skin -- isn't so hot. Contrast this with someone like Halle Berry: she had nice skin at 30, but she had nice everything at 30 due to her good genes.
You see lots of females like the brunette from ABBA, but only when they're teenagers: they have skin to die for, and all over, even though they may have plain or ugly faces. So, what we see here is more like a slowing of the aging process, not the robustness of good genes to all manner of environmental insults. If you want to extend young adulthood into your late 20s and 30s, ditch the grains, starches, and sugars, and pile on the eggs, fish, and cheese.
For those interested in the mechanism, I may put up a more in-depth post sometime, but briefly, the key is to avoid sugars and get lots of vitamin A. When a sugar smacks into a protein, a freakish fused glob results, so that the protein can't do its job anymore. These reactions are more likely to happen if there are simply more sugar molecules bouncing around your bloodstream. In particular, the proteins that give you good skin -- collagen and elastin -- can get screwed up by sugars fusing with them. By lowering the level of digestible carbs, you lower your blood sugar, and so lower the damage done by these reactions.
Vitamin A's primary role has nothing to do with vision, despite all the hoopla you heard as a kid about carrots being good for your eyes. It does do that, but mostly vitamin A maintains the proper functioning of your epithelial cells -- the ones on the "surface" (including the lining of your digestive and respiratory tracts). That includes skin. In fact, the most potent anti-acne drug -- accutane -- is a vitamin A derivative. You can only get real vitamin A (retinol) from animal products, whereas the stuff you get from vegetables (the caretinoids like beta-carotene in carrots) is a precursor that your body very inefficiently converts into vitamin A.
For the real deal, you have to eat liver -- that's far and away the most concentrated source. Take cod liver oil if you are unfortunate enough not to like the taste of pate or braunschweiger. It's fat-soluble, so animals also store some in their fat, such as eggs, the fat left on muscle meat, and dairy products. But it's not a ton, so you really have to make sure you work some form of liver into your diet.