When President Trump last week raised Sweden’s problematic experience with open-door immigration, skeptics were quick to dismiss his claims. Two days later an immigrant suburb of Stockholm was racked by another riot. No one was seriously injured, though the crowd burned cars and hurled stones at police officers.

Mr. Trump did not exaggerate Sweden’s current problems. If anything, he understated them. Sweden took in about 275,000 asylum-seekers from 2014-16—more per capita than any other European country. Eighty percent of...