A Swedish work permit is valid for work in Sweden only, counts towards your permanent residency application in Sweden and is processed within 10 days if the application is submitted by a company that is certified with the Migration Agency.
An EU Blue Card allows you to work and live in other EU countries as well. Many EU countries have Blue Card permits it can in some cases be easier to move if you have one. Some EU countries will also count the time you have held a Blue Card in Sweden when reviewing an application for permanent residence. An EU blue card application is generally processed within 2-3 weeks, but the Migration Agency has up to 90 days to process it.