It has less to do with population density and more to do with population clusters. The people in Sweden aren't even distributed across the entire country.
Neither is the US population. Let's compare apples to apples for a minute. WA + OR ~= Sweden:
WA+OR population: 10.6 m, size: 170,000 sq mi
Sweden population: 9.5 m, size: 173,860 sq mi
Now, I think that's a pretty fair comparison. The roads can be pretty terrible in Washington and Oregon from my experience. That may be because federal money for roads goes to other less dense states, but these proportions hold up fairly well nationwide too. I think it's just a matter of less public funding, it's that simple.
Ehh, maybe. Philadelphia's roads are legendarily bad though.
One summer when I was living in Philadelphia they removed the surface of the road in front of my apartment. Two months later they put it back. And if it's not that, it's crews filling in holes from road-work with about half as much asphalt as the hole needed, or the random patches of cobblestone street still left in the city, seemingly with little rhyme or reason.
A great example is Canada. 35 million people, but 80% of them live within 200 miles of the US border. The population density stat would be very misleading in that case.