You don't have to pay on tax in Sweden either on European winnings, but that is not the same for affiliates, from an affiliate point of view you are not making your revenue from gambling/betting. Your revenue is based on a service that you provide, i.e. drive traffic to a site, market a brand etc.
So I would think that the Swedish Tax Agency want to get hold of their share of affiliate revenue if they could prove that the money comes from that activity.
Rev share deals can be discussed on what the actual profit comes from though
but always a few grey areas within the industry sadly enough.