And it is the blood that counts. Through her descent from Queen Victoria of Sweden (née princess of Baden) she is a senior direct descendant of Katherina Wasa, who was the sister of Gustav II.Adolf, last Wasa-king of Sweden and the aunt of queen Kristina. Katharina's eldest surviving son from her marriage to Johan Kasimir of Wittelsbach, Count Palatinate and Duke of Pfalz-Zweibruecken, became Swedish king after his cousin's abdication as Carl X.
Her eldest daughter Christina married the Margrave of Baden.
Last Wittelsbach-queen on the throne of Sweden was Ulrika Eleonore. She was the younger sister of Carl XII. of Sweden. Her elder sister Hedwig had married the duke of Schleswig-Holstein-Gottorp. But when her brother died, she was already dead for 10 years and her son only 18, so her sister Ulrika Eleonore managed to get voted for as new queen. She and her husband Friedrich of Hesse, for whom she abdicated, were childless.
Thus the line of the Schleswig-Holstein-Gottorp was chosen. Princess Hedwig of Sweden's son had married Anna of Russia, his only son was to become Tsar Peter III. That was not what the Swedish Parliament wanted. So they chose the next Schleswig-Holstein-Gottorp-prince, Adolf Friedrich, who was through his mother Augustine of Baden and grandmother a great-grandson of Katharina Wasa and thus a grand-nephew of Carl X. of Sweden, while he was a grand-nephew of Carl X.'s queen Hedwig Eleonore of Schleswig-Holstein-Gottorp as well who had performed important political tasks in Sweden for her husband Carl X., son Carl XI. and great-son Carl XII. and great-daughter Ulrika Eleonore.
Eventually the Holstein-Gottorp-line was disposed by the Rijksdag before they chose Jean-Baptiste Bernadotte as new Crown Prince.
Of course, now it was important to connect the new dynasty with Europe's monarchies.Thus they chose Josephine de Beauharnais, Bavarian princess of Leuchtenberg. You have just to look up who her mother's brother and sisters were married to, to get an idea who her family was. E.g.she was a first cousin both of emperor Franz Joseph I. of Austria, his wife empress Elisabeth, emperor Maximilian of Mexico, queen Maria of both Sicilies, king Otto I. of Greece and (through her father's sister Hortense) of Napoleon III. of France, niece of the kings of Prussia, Saxony, Wuerttemberg and Bavaria, sister-in-law of the emperor of Brazil, of the Queen Regnant of Portugal and of a daughter of Tsar Nikolaus I. Family relations that were blood relations of king Oscar II. of Sweden, her son....
Oscar II. married Sophia of Nassau, sister of the Grand Duke Of Luxembourg and daughter of a Royal princess of Wuerttemberg. She was the first to bring Wasa-blood to the Bernadottes. Plus she was a descendant of the Electress Sophia of Hanover.
Their son married Victoria of Baden, again a direct line descendant of the Wasa-dynasty.
So by then the Bernadottes were related to most European reigning Houses. Jean-Baptiste Bernadotte had always feared that the Rijksdag could one day vote against the Bernadottes, as there were still Holstein-Gottorp heirs alive. Thus he declared that only Royal Brides were possible for a Bernadotte if they were to stay in line to the throne to interconnect with the other dynasties and to prevent the Royal family to become related to the Swedish nobility, thus preventing family interests from the Swedish elite whenm it came to the throne.
Of course this need had changed when Carl XVI. Gustaf became king. So he could marry commoner Silvia and Victoria's marriage to a fellow Swede, Daniel Westling, was even more in accord to today's time where a future Swedish queen should have real roots in Sweden.