It's because of the border restrictions brought in at the time of the refugee crisis a couple of years ago. The Nordic countries had open borders way before Schengen, but Sweden decided (unlike Denmark) to require ID to cross the border a few years ago. This has mostly settle down now, but some of the procedures have remained in place.
Track 26 at Kobenhavn H was created out of a non-platform track mainly to relieve rush hour congestion in the station - commuter trains used to use it when it was busy (and ISTR some of the sleeper trains from Germany arrived there back when they ran). However, when the border controls were put in place, they decided that, as it had a single access, it would be perfect for the SJ services as they could do an ID check on the platform. So it remains on platform 26 in case this is required.
(At the time of the border controls, the local trains to Sweden were split at the airport, so all train from Copenhagen arrived on one platform, and returned to the city, whereas all Sweden-bound trains departed from the other platform, meaning everybody had to go through an ID check there, going up into the terminal and back down again. Still less walking, though...)
To be honest, if you're happy to change trains, you can also go all the way through to Malmo C, where there's a much greater choice of trains to Stockholm, often at better rates. It's a longer interchange than at Kastrup, but it's a mostly a long escalator ride up, and there's some lovely places to eat in the station.