Try to imagine yourself into the King's position. He only holds that position because he is a direct male agnate of a whole series of royal Bernadottes. Until he himself changed it, any non-fullfilment to the strict rules led to an exit from the Swedish Royal House. Even noble ladies as Ebba Munck af Fulkila or Elsa von Rosen were seen as a mésalliance. Their spouses were thrown out of the Swedish succession and the Royal House.
Three of the King's own sisters (whom never held succession rights) were also thrown out of the Royal House because they did not comply with the strict rules. All this has changed, but this does not take away that Carl Philip is the next agnatic male of an illustrious dynasty, a future Pater Familias, and apparently the King (and the Queen) have a strong feeling about that.
By all means and by all accounts and by what we all can see, Crown Princess Victoria has an excellent relationship with her parents and she has their full support. She also has an excellent relationship with her brother. He even agreed to let the Galliera inheritance, which consists of an exquisite art collection and a financial fund, pass to Victoria, although he is the legal inheritor. The reason why Prince Carl Philip rather than his elder sister has, until now, been heir to the Galliera inheritance, is that this is an entail governed by male primogeniture.
We may assume Prince Carl Philip will be compensated for his loss. The Galliera collection contains some sixty Italian works and are among the jewels of the Swedish royal collection. Piero di Cosimo’s “Madonna con il Bambino” is widely considered the greatest masterpiece of the collection, while the financial fund was worth millions already at the time of the death of King Gustaf VI Adolf in 1973.
We will see this in more Royal Houses. In Belgium the Von Sachsen-Coburg und Gotha's will end to be a reigning royal family after Elisabeth, despite the fact she has brothers. In Norway the House of Schleswig-Holstein-Sonderburg-Glücksburg will loose its throne after Ingrid-Alexandra, despite there is a male agnate (Sverre Magnus).
In the Netherlands the "Orange-Nassaus" were (are) in reality Von Mecklenburg-Schwerin (Juliana), Zur Lippe-Biesterfeld (Beatrix) and Von Amsberg (Willem-Alexander). But in their case -in contrary to Sweden- there were no males left. It is simply how the King and Queen feel. At the same time they approve that Carl Philip marries with someone as Sofia, tja... it is all not very consistent.