This is a good Swedish TV show. Since the plot is centered in the most traumatic event in recent swedish history, it is very difficult - if not impossible - to rate the effort on 'solving' Olof Palme's murder. It's based on a book and lacks any kind of political context. Which, in my opinion, would explain the actions - or any omission of them - that many of the characters took during the investigation.
My guess is the book doesn't dive much into politics either. Instead, it chooses to focus in a sad, lonely, and possibly deranged man, the Skandiamannen, who could be the one. Or just be a pathological liar crying for attention. It works as a fine piece of entertainment and it maintains the interest for the viewer. There are several lines delivered along the plot and in the credits taking the time to mention that all of it could be just another conspiracy theory. I lack any kind of expertise on Swedish politics. But it is a fact that Palme's murder remains unsolved. This show is meant to show just one of the theories. And that it does brilliantly.