if you want to retire in Sweden, then it makes sense that you have a decent portion of your retirement income in Swedisch currency. However, I assume that there is an official pension/social security system that will provide the basics (from the moment that you're entitled to it) and I assume that your housing need would be covered in your retirement plan as well.
But, I think the currency related "home bias" risk lies in the opposite camp: if the swedish Krona plummets, the purchasing power of your present krona income goes down, plus your investments in the local market might go down proportionately as well. Just ask the people of Iceland what happens when a strong currency becomes a pariah.
hence, if my major income stream today is in swedish currency, I would diversify towards the relatively weaker currencies of the moment, eur and gbp.
Worst case, the krona goes through the roof. solution: your swedish pension will cover a lavish lifestyle in Spain or Portugal, the latter being the most tax efficient for the first ten years. (Since it was mentioned: just ask the retirees on a Swiss pension over there!)