Airlines also want to keep existing. If KLM offers more expensive flights from sweden than from Amsterdam, what swede would choose KLM over a direct flight?
In the end there Will be no transfer flights and KLM will only fly the few Dutch..

(And this would apply to every airline)

Besides that, it will drastically up the price or reduce the destinations smaller countries/regions have. Without a transfer flights, a direct flight will be more expensive as that is probably the only option, or there will be no options at all since the number of local passengers is too small to fill a long haul plane.