There is no requirement that you have a printed copy of your itinerary.

However, as with many countries, including Sweden, it is common to be asked for proof of an onward/return itinerary and prudent to keep a printed copy with you, just as USN's traveling abroad should have a copy of theirs with them.

The underlying issue is not about itineraries but about a concern that you do not have the intent to leave in due course.