I doubt he ever made any serious effort to learn Swedish to the level of understanding complex speeches when he lived outside of Sweden. He probably acquired only basic conversation skills to interact with his children or his wife in Swedish. I imagine it was mostly informal learning, rather than following any type of formal instruction.It would seem then that although Chris O'Neill stated he was learning Swedish in at least one interview around the time of his marriage, either he has either not followed through or his attempts to learn have been unsuccessful.
Now that Chris lives and works (at least part time) in Sweden, I assume his Swedish skills will improve much faster and he will be motivated (maybe) to target a higher level of language competency beyond basic conversation skills only.
In any case, even though Swedish may not be one of the toughest languages for English speakers to learn (in fact, quite the opposite), learning any foreign language as an adult is normally tough, so we shouldn't expect that Chris will start speaking and writing Swedish as a Swedish university graduate in a short period of time. It normally takes many years of formal learning and immersion in the target language to reach that level.