Again, that's the point - that not being criminally liable doesn't prevent the authorities from treating them like criminals and making their lives difficult.
Ah, but are the authorities treating them like criminals or possible sex slaves? The Reddit post doesn't give any evidence for the former over the latter.
#6 is simply a bank protecting itself, how would they differentiate a legal sex worker from a human trafficker? maybe in a country where some kind of prostitution is allowed they could show a certificate but not in Sweden.
#4 is simply a fulfilling what the law and the government meant, prostitution is illegal and the best way to catch the offenders is waiting for them outside of the business.
You can't have a bank account if you have too many unexplained, to the bank, companies or branches in "not so nice" places. Hell, as a newcomer to Sweden you can't have a bank account until you have a personal number even though it is not necessary or legal to refuse.
Police are not sitting outside anyone's house, they do detain sex buyers from time to time and the most sensible place to do that is outside of the business