There are five other countries on the Baltic Sea for whom that is their only ocean access, Russia's northern ports may not be open year round, and their Black Sea ports are behind the straits of Bosporus, Dardanelles, and Gibraltar.

Sweden and Turkey can both make naval operations more difficult and expensive for Russia, particularly those operations it might prefer to keep secret. Switzerland isn't exactly a place you might ordinarily want to go through on your way to somewhere else, unless you really like climbing over mountains (or digging under them). Militarily, it's almost always easier to go around Switzerland than through it. So you would only ever attack Switzerland if they, specifically, had something that you wanted, or were threatening your flanks or rear.

Sweden-Denmark, Egypt, Panama, and Turkey, and to lesser extents, Malaysia, Canada, and Spain-Morocco-Gibraltar all preside over strategic bottlenecks to aquatic vessels. They have huge strategic value.

Yep. Also Sweden has that huge stationary aircraft carrier in the middle of the Baltic Sea. (I am referring to of course, the island of Gotland.)