RealClearWorld links to an article in The Spectator (U.S. edition) concerning why the Sweden Democrats, a populist, anti-immigrant party, didn't make the big electoral splash predicted by polling.
The short answer: the mainstream parties coopted its anti-immigrant message.
If you prefer, the Sweden Democrats forced the major parties to change their preferred public policies. This is something third parties in the U.S. sometimes accomplish, popular platform planks are adopted by one of the main parties.
Now the Swedes will see if the parties they voted for do something about Sweden's immigrant problems, which are not trivial. If they don't, the SDs are still there to say "We told you they didn't mean it, and we were right."
You'll recollect UKIP filled this role in the U.K. They forced many Conservatives to become pro-Brexit, some of them half-heartedly.