I don't quite understand this. Even if Sweden had a large army, the foreign minister might still be murdered, and the king "pied," because, after all, you don't use troops to protect public figures--you use detectives and police. Several divisions stationed in military bases would not make any difference, would it?
As a military historian I am sorry to see the great military traditions of some countries disappear. But the days of Charles XII are long gone, and you can't really blame a nation that faces no actual threat for not spending a fortune on a large army, can you?
The USA has a large military, but, believe me, you are far safer living in Sweden than you would be in a great many US cities! I wouldn't move if I were you.