I have no idea whether Sweden’s more modest approach to the Covid-19 pandemic—keeping schools and restaurants open while restricting visits to retirement homes—will be a success or a colossal and deadly mistake. No one else will know either, probably for months. But while we wait, the most interesting political fact about Sweden has gone largely unremarked: The prime minister resisting an authoritarian national lockdown and appealing instead to individual responsibility, Stefan Löfven, is the leader of the country’s main center-left party.

Surprise,...