How about a scenario that Queen Christina exiles herself there and starts a colony parralel to Sweden?
Now why would she do that spontoon? Let's develop the idea a little more.
Sweden during the 17th and early 18th centuries was preoccupied with holding a Baltic empire against newer, stronger contenders. Never a rich country and with a relatively small population, Sweden's resources were over-stretched fighting wars in Germany and Poland. There were few ships or men to spare for colonies in North America.
Eventually Charles XII reached too far into the Ukraine, and lost nearly everything. Sweden was never again a major European power.
Sweden in the 1640s was not capable of mounting a trans-Atlantic colonizing effort comparable to the French, British or Dutch. The New Sweden colony in the Delaware valley never amounted to more than a couple of trading posts. The Dutch were able to take over the Delaware valley in 1655 against no effective resistance.
But suppose the Dutch had supported Swedish ambitions, and protected the Swedish colony (why?), and themselves had held out against the British conquest of New Amsterdam (how?), so that New Sweden had survived past the turn of the 18th century under the Swedish crown.
Let's suppose that Tsar Peter, contrary to his demonstrated qualities of moderation, realism and enlightenment, after Poltava had carried out a total conquest and annexation of Sweden. The Baltic to become a Russian lake. The Swedish royal house and nobility to be dispossessed, in favor of Russian usurpers. Russian garrisons to be planted in all cities, and the country Russified in language, religion and law, like some central Asian 'stan in hither Siberia.
Suppose the Swedes learn of the Russian plans. Unable to resist conquest, the defiant Queen gathers her nobles, her remaining soldiers, as many peasants and farm animals as can be saved, and sails in a great fleet to exile in the Delaware valley.
By 1710, the Delaware valley is no longer a frontier. Without William Penn founding his colony, the white farming population is much less than in our timeline. Many more Unami, Munsee and Mahican tribesmen remain in the valley. Now these Indians are more than half-Christianized, dressed in European trade goods and taking up European farming methods, but still barely a generation from their native traditions.
In this Delaware valley the exiled Swedish court build their capital, New Stockholm. There they gather strength and plan a return to their homeland, a Swedish Restoration. Inevitably. Some day.