In Sweden there is no requirement to be in a union to work at a company with union agreement. A company cannot require (or forbid) union membership of employees. Also a union cannot require that you are member to be covered by their collective bargaining agreement.
How are the unions funded? In the US it's a slice of the member's pay which means that even if you aren't in the union you still pay that - if the union instead negotiated its payment direct from the company I think a lot of anti-union complaints would go away.
Because that's the agreement many of the unions have with the company - in a "union shop" you have to pay dues, even if you're not a member of the union. So of course everyone joins the union.