Fewer options suck but I believe Mullvad’s entire network would still be subject to Swedish laws regardless of where they base their servers in. I don’t see how connecting to their Swiss server provides any extra protection from Swedish or EU law. If anything, servers outside of Sweden (or at least the data centers and ISPs they rely on) may be subject to both Swedish law as well as their host country’s law which could make them riskier to use than Mullvad’s Swedish servers. It’s also worth mentioning that Switzerland is no longer a reliable privacy safe haven.
I’d bet the fewer jurisdictions you involve the better, so I’d say Sweden.