You don't have to fuck over another one. Historically that is what happens, and it cannot be discussed away that most of Europe's wealth is built on exploitation.

But, for example, why should Sweden be a better place to live than the rest of the EU, or the world? It doesn't even make sense to me to draw these arbitrary lines. What changes when you cross the border to Finland for example?

I do not believe that the only way to improve a country is to fuck over another one. That is the easy route most people take though. But not the only one.

You can critique and improve the country and community around you to improve it without associating with it.

That just reinforces the same problems but gives it a label that makes it easier to ignore the effects of your views on other people.

The better a place to live your country is, the more people would want to live there. And since it's a country, it will try to keep as many of them out as possible.

That seems like flawed logic to me. You cannot make a single country a better place to live without making the rest of the world less so. It is still a self- and community-centric view on the world.