I am not saying that Sweden lost that game due to a "loser mentality". I am aware that Canada had a much better roster. I do note that Sweden tends to underperform though, particularly at the junior level. Whether that is mentality is only speculation. I will give an example to show my point somewhat.
I expect that many with regard this as crazy, but I do think that one of Canada's biggest strengths in hockey is (or at least was) not making excuses in hockey. One of the best things that ever happened to Canada in hockey was the 1998 hockey summit when changes were made to the way that Canada developed players. What brought that on? Mainly, that Canada lost in the 1996 World Cup, the 1998 Olympics and the 1998 WJC. People were upset about those losses, and even though they were aware of the missing players (Lemieux/MacInnis/Bourque/Francis/Kariya in 1996, Kariya/Sakic/arguably Lemieux in 1998, Thornton/Marleau/Phillips/Devereaux/Morris at the WJC) the focus was on the reality that Canada lost. People cited Hasek for the 1998 Olympic loss (which is an exaggeration) but the focus was on why Canada was even in position to allow that to happen. No one was content to say that second in 1996 was fine due to the missing players, or losing the semifinal in a shootout was fine in 1998 because of the missing players, or losing the 1998 WJC was fine because Canada had just won five in a row or seven of the last eight and some players were missing. Changes were made because Canada lost.
Would Sweden make changes after what seemed like decent results? Would people demand changes? I don't know. Obviously expectations are different in Canada and in Sweden (and I know that Sweden had a summit of its own in the 2000s after a long run of bad results), but Canada focused more on the loss than on who was missing. To be fair I never noticed Swedish fans to be particularly focused on making an excuse (either explicitly or implicitly) because of who was missing prior to 2014. I also thought that Forsberg's comments in 2014 (whining about the refs before the game was even played) were a good sign for Canada. This is all just observation of course.