I'm going to start by providing a bit of background on the Iranian coup so as to contrast why the West would intervene in that case, but not in Sweden.
The Iranian coup had little to do with the left-leaning nature of Mosaddegh's policies. In fact, there is evidence to suggest that the US was not entirely opposed to Mosaddegh and "Early in the crisis, the United States was sympathetic to Mosadegh’s nationalization program, and went to great lengths to convince the British to negotiate a fair settlement with Iran." He was seen as a Nationalist who supported an independent Iran and would not immediately ally with the USSR. [Gavin]
However, Mosaddegh's nationalization of the Anglo-Iranian Oil Company (AIOC) was detrimental to Britain and the British Economy. Following WW2 the British economy was in ruin and teetering on bankruptcy. They were slow to transition to a postwar manufacturing export economy, they had significant debts to repay, and the US dollar was becoming the international standard. The US had ended Lend-Lease and instead of providing Britain economic aid, offered interest bearing loans. The AIOC was trading oil in Pound Sterling and with the Nationalization (and the willingness of the US), was threatening to begin trading its oil in US dollars. This would not only start injecting US dollars into the Iranian Treasury encouraging imports outside of Britain, but would also require Britain to use their US Dollar reserves to continue to buy oil. Britain was opposed to depleting their dollar reserves. They saw the inherent economic dangers of AIOC nationalization as something they were ready to engage in military intervention over. [McMurdo]
The US was strongly opposed to the British intervention plans and Secretary of State Dean Acheson:
"came to the conclusion that the British were so obstructive and determined on a 'rule or ruin policy' on Iran that the US had to strike out on an independent policy or run the risk of having Iran disappear behind the 'Iron Curtain'....Therefore Acheson proposed using US oil companies to move Iranian oil providing Iran with much needed revenue." [Painter]
This would reinforce British concerns and only further encourage their desire for intervention. When the pro-Shah General Zahedi brought the idea of an impending coup to the attention of the US, they saw it as a lesser of two evils situation, avoiding the British pushing Mosaddegh into the open arms of the Soviets. And so they offered lukewarm support to the coup.
Sweden at the time (in contrast), although officially neutral, had close ties to NATO countries. The rhetoric of major Swedish diplomats such as Dag Hammarskjold did not indicate to the west that they were a threat of defecting into the sphere of Soviet influence.[NATO] Additionally, such a defection would not have ruinous impacts on major global economics.
TL;DR: The Iranian coup was a result of British economic desperation and military threats risking Iran seeking support from the USSR. It was not a result of ideological difference. While Sweden might have been ideologically far-left of NATO countries, they were not interested in courting Soviet influence. And therefore the government was not seen as a threat.
Sources:
Painter: https://americamiddleeast.files.wordpress.com/2012/09/the-us-and-mossadegh-1951-19531.pdf
Gavin: http://www.people.fas.harvard.edu/~hpcws/gavin.pdf
NATO: http://www.nato.int/docu/review/2007/issue3/english/history.html
In what time frame? Is this a question regarding history or politics? I think you need to expand on your question if you expect a good answer.
The dominant party in Sweden during the 20th century was the Social Democratic Party, which wanted to persue a "Middle way" between capitalism and communism.
The Swedish government was acutely aware of the risk of communist coups, and were therefore just as vigilant against communist plots as American counterparts. Both the military intelligence branch and the police security branch (SÄPO) were highly concerned with the activities of known communists in the country.
There was even a secret (and illegal) government agency called IB whose purpose was survailance of communists.
Essentially, nothing the US did could have made Swedish politicians more paranoid about communist subversion than they already were.
TL;DR: There was no need to replace the Swedish government, as they were already doing all they could to twart any communist plots.
Sources:
Sweden: The Middle Way by Marquis Childs (the most famous American book about the Swedish economic system)
SOU 2002:91 Hotet från vänster. Säkerhetstjänsternas övervakning av kommunister, anarkister m.m. 1965-2002. (Swedish government report on the survailance of communists 1965-2002)
To expand on the question, Salvador Allende was in fact deposed and murdered in a coup backed by the CIA in 1973, and as a result, thousands of Chileans exiled themselves in Sweden.
Were the policies of Salvador Allende in any way similar or comparable to those of the Swedish social-democrats? And to complete the circle, if they were, why didn't Sweden suffer a similar fate?