Most immigrants come to Sweden for a better quality of life, and they get it: the government gives them housing, social services, education, money etc. Any place in Sweden, even these 'highly dense, poor areas' you're talking about, are better than where most immigrants originate.
Yet you blame the rest of society for not 'integrating' them better? I also hate this constant attributing of violent crime to poverty. There are high poverty-low crime areas in many countries. If you're willing to blame crime on some cultural aspect of society, but only in some cases, then it's a double standard.