They have a "no go" zone in the city where I live. I went there. It is nice. The people are poor by Swedish standards but if you're not from here you would not bat an eye. The only way you believe this is if you have never been to Sweden, or at least not a "no go" zone and/or you get all your news from racist right wing fuckwits who desperately try to convince you that Arabs are destroying European society.
OP Sweden is nice, even Stockholm and Gothenburg, just a bit expensive
Swedes told me that Malmö is a rough and ugly city before I went there. And honestly it was a fairly average coastal city that did not seem rough at all. Also had some beautiful spots.