I switched away from Mullvad because of that. I waited a bit for their response before deciding, but I found their eventual response pretty wishy-washy. Their counter-argument was:

It was a private donation from Daniel the individual. Mullvad or its parent and sister companies did not endorse and were not involved in it.

But his personal money still comes from the company, so if I continued to send Mullvad money I'd know it was still indirectly going to the Örebro party, whose leader called immigrants "parasites", which (as an immigrant myself, albeit not to Sweden) is not acceptable to me.