Of the people I've talked to and from my own experience, the overwhelming majority of passengers on SJ's X2000 trains between Skane and Stockholm are not reporting having ID checked while on board the train as recently as today.
I've taken Veolia -- from what I refer to as Malmo Syd (South) -- to Stockholm and they don't check ID and given the above info, I can see why they would not generally care. The free wifi on board Veolia is nice but the signal can be weak in more parts of the train in comparison to what SJ has on the X2000 -- for free with a first class code (derived from the ticket) or with a charge for regular cabin passengers that goes from 39SEK for 30 minutes to 99SEK for the duration of the journey. Veolia's trains competing with SJ on the Stockholm to Malmo (or back) sector seem to be generally older/somewhat slower. For the price, Veolia is a good value and good competition and the connection isn't bad for those coming in from CPH since it seems like all trains from CPH to Sweden stop in Malmo South.