Here are two other articles from Mullvad that relate to this, and I will quote two specific parts here:
Swedish law also means the police can’t pressure us. They aren’t allowed to twist our arms to make us secretly begin logging traffic. Swedish law also means that no other country can step in and ask for information without going through the Swedish legal apparatus and Swedish laws. Here you can read more about the Swedish laws that apply to Mullvad – and why Sweden is a good country to run a VPN service from. Essentially the legal system here makes it possible to keep your data private.
We are prepared to shut down the service
Should a government somehow succeed in legally forcing us to spy on our users, we will cease operation of our service in the affected jurisdiction and only resume it if the legal situation* has been remedied. Just as where no data can be revealed if it does not first exist, the service can’t be used as a surveillance tool if it’s not in operation.
*We retain lawyers to help us monitor the legal landscape in Sweden and keep us abreast of any developments. We also stay up to date on how to move critical parts of our business to other jurisdictions around the world, should we need to.