Does it matter which country I am in to pursue this dive?
 
The good news is that you can study Swedish from anywhere in the world, as long as you have access to the internet. There are tons of resources online, such as books, movies, audio, and learning materials. If you can find someone who speaks Swedish and is willing to practice with you, that will be even better!
 
Bottom line, the answer is no: it doesn't matter at all which country you are in. Wherever you are, you can start learning or improving your Swedish. Truly, these days, if you want to become fluent in Swedish, and you aren't currently fluent or in the process of becoming fluent, the only reason is: "YOU ARE LAZY." Remember the Break Diver's Creed: No Rules. No Excuses. No Regrets.