Lodbrok wasn't really swedish.
Ragnar's father was swedish, sure, but Ragnar himself wasn't all swedish. He was more danish than swedish. He is said to have been one of the kings of Denmark in the 800-900's. His sons pretty much all became kings and jarls of Denmark, they didn't have that much to do with Sweden, as far as I'm concerned.
Nothing wrong with us danes. You should be proud if you were to be compared to us