I suppose you are referring to late 20th-century opinions here, rather than any convictions deeply rooted in Swedish history and society? Before the age of instant global communications, few swedes had the opportunity to really compare their society to that of other countries.
If the feeling you are referring to was ever common, I believe it´s pretty much gone now. Sweden was lucky to avoid the devastation of WWII, and after the war Swedish industry went into high gear for export as well as domestic consumption, thus helping to support the welfare state, temporarily placing Sweden at the top in terms of living standards. Those statistics may have contributed to an image of Sweden having some inherent qualities helping us attain that position.
Being born in the early 1960's, I grew up towards the end of this period of economic growth. If I ever gave the situation a thought, I think I attributed it to good fortune rather than inherent superiority. I felt lucky to live in a country where there was no shortage of food or housing, no earthquakes, no volcanoes, nor any mad dictators running the show. Feeling superior about that would have been like feeling superior because the sun was shining. Maybe others thought their parents had a major part in it. I didn't.
Still, I'm happy to voice my opinion about anything in the world that I consider wrong. Even though my way need not be your best way, I think you could at least consider it as an alternative, and tell me what you think about it. If you don't have the time to examine my ideas, fine. If you tell me you don't care because swedes have in the past demonstrated an arrogant besserwisser attitude towards foreign manners, then I'm sorry about that, but I don't see how that applies to me. And, if you think I shouldn't voice my opinion because of the position the Swedish government maintained during WWII, then I get really upset...
Perhaps that declaration of mine can help explain some of the Swedish attitudes that you may have witnessed yourself or learned about through the grapevine? As always, further questions are quite welcome.