By asking why I'm not implying it's a bad thing but there must be a reason why it was Sweden and not e.g Portugal, right?
I don't mean to be pedantic, but as someone living in Sweden who comes from Australia, I've personally found the stereotype of an ultra politically correct society to be incorrect. I'd argue its more a perception due to their emphasis on international law and order, and a feeling of obligation to help in a crisis. Right now the country certainly isn't politically correct, people really dislike the Romani beggars who come through the EU and there are a lot of worries about immigration. They've
Such feelings are quite long standing. Sweden took in Jews (most famously from Denmark) during WW2, and have been heavily involved in the UN since its foundation, supplying the Secretary General in the 1950s. You could argue that as the country gained prosperity it chose to give more back through taking in refugees and giving generously in foreign aid. I would also say the desire to work internationally and be a good 'international citizen' comes from Sweden's relatively small population leaving the country feeling somewhat vulnerable.
In terms of women's rights, Sweden is certainly very successful in providing gender equality, although this has largely take place at similar times to the general feminist waves. Sweden has acted quicker than most though, with things like maternity leave being very generous and largely blind to specific gender (eg men can take as much maternity leave as women since a certain amount is given to both parents to divide as they see fit with each having to take at least a certain minimum).
Is it OK if I point in a slightly different direction? I've got a fair amount of info on Denmark, which is smaller but roughly similar in terms of politics and culture.
Denmark had a relatively turmoil-free and easy industrialization and transition to true democracy (universal manhood suffrage, at least). These transitions were fairly late, too: 1848 for democracy, and the late 19th to early 20th centuries for industrialization.
They also had (and to some extent still have) incredibly homogeneous populations: everyone was OK with helping everyone else, because everyone else was more or less like them.
Both Denmark and Sweden realized fairly early that they were not going to be able to be great powers in a multipolar Europe very early (Denmark got its ass kicked in a brief war with Germany in 1864) and so found security through peace and neutrality, which carried them through World Wars I and II relatively unscathed (Denmark was basically only invaded to allow the Nazis to seize Norwegian coal and iron deposits, and was able to keep its government and even its Jews safe for most of the war; that's a whole other fascinating story).
This realization allowed them to develop a non-nationalistic vision of Denmark, one in which, according to one book, "the state and the civil society were deeply entwined". The state couldn't look outward, so it looked inward. Workers' parties have always been strong in Denmark, as well: Danish businesses are small and heavily unionized.