There was a strong desire among the Swedish American Lutherans to distance themselves from the State Church of Sweden.
Where to start...
As a proud swedish american born here, with ties to the U.P. of Michigan (logging, mining for 2 generations), yet still have 1st cousins/Aunts/Uncles relatives in Sweden (a most convoluted tale), ordained in Vasteras in the Church of Sweden. I can speak to this topic.
I am also married to a 100% norwegian lass from Minnesota with ties to North Dakota and the whole Norwegian issue (and yes her father is even an old ALC Pastor).
My sense is that most Swedes (and Norwegians) came for economic reasons. They were not fleeing from religious persecution (of course exceptions such as Bishop Hill). They were not trying "to distance themselves" from a state church. The "church" for most of them was a great solace of religion, language, and culture. Whether on the prairies or in the logging camps they sought an anchor of faith. Yes it had strains of "pietism", Selma Lagerlof, Laestadius (or Hauge for the norwegians), et al - but so did the Church of Sweden at that time. Most of the immigrants came from the south and west of Sweden which to this day would be considered more "low church" than other parts. My grandparents church in Varmland was a "new" church from the late 1800's that replaced the old medieval church. It is a pretty non-descript church (still beautiful) that would fit into a New England scene. The Church(s) where I was ordained in Vastmanland and served had medieval gothic structures with triptychs, multiple altars, ornate fonts, high mass, chasubles/copes etc. Even to this day the Church of Sweden has some diversity of liturgy, theology, and history within the various Diocese.
As to language, I find that I can understand some Norwegians better than I can understand the southern Swedes (Skane in particular -its almost a Danish dialect "porridge in the throat" they say). My family is from Varmland on the Norwegian border, which is also a unique dialect - they called my grandmothers Swedish "fattigmans Svensk" or poor mans Swedish.