(Possibly intentional by the makers of the show) The FBI try to get the Simpsons out of the Swedish Consulate by "blasting Death Metal", at which point Judas Priest show up, playing "Breaking the Law". The Swedish ambassador starts to headbang and says the Swedes love Death Metal. That statement is correct, seeing as Gothenburg Metal a.k.a. Swedish Melodic Death Metal was the start of Melodic Death Metal. Judas Priest, however, are not Death Metal, they belong to the New Wave of British Heavy Metal genre.
Swedes are referred to as 'Peace Prize-giving fish smokers'. The Nobel Peace Prize, although originally created by Swede Alfred Nobel, is awarded by the Norwegian Nobel Committee.