While it is correct that they have never explicitly mentioned herd immunity, it is at least somewhat implied. Quite a few claims were made with regards to what percentage of the population in Stockholm have already had the disease, at one point Johan Giesecke even claimed 50% when mass serology testing becomes available.[0] Although we haven't really heard from him much lately. A study by the Swedish health organization was retracted recently as well, they were too optimistic about their immunity claims and it was based on a flawed study.[1] They have since put out a correct version. The most recent numbers say Stockholm is at about 7,3%.[2] This article is actually a pretty good representation of how they have been communicating. Something similar to flock immunity is implied while not actually being flock immunity.
[0] https://www.youtube.com/watch?v=bfN2JWifLCY [1] https://www.svt.se/nyheter/inrikes/folkhalsomyndigheten-drar... [2] https://www.aftonbladet.se/nyheter/a/3Jyxmq/flockimmunitet-i...