I usually let the cucumbers set out for a few minutes, but putting a warm, freshly brined jar in the fridge should be fine. As most of us have learned the hard way at least once, very hot glass and very cold surfaces do not play well together. Cracking from the sudden temperature change is called thermal shock. I've always used this rule of thumb: If you can comfortably hold the jar in your bare hand for 10 seconds, then it's probably cool enough to put in the fridge. On the other hand, if the jar is too hot for that, then it is too hot for the fridge.  In the case of Swedish Cucumbers, the prepped cucumbers in the jar are cold (or room temp at the warmest), so when the brine is poured over them, the liquid cools and the jar warms simultaneously, balancing the overall temperature in a matter of a minute or two. In other words, the jar never gets hot enough to pose any real threat of thermal shock.