This is very interesting and always fascinated me too. It has to do with the genetic pool in the various areas of the World. In Sweden, the majority of people is blond with blue eyes and as it’s more likely that they will marry someone else from Sweden with the same genetic traits, this will be conserved and propagated in the children. Same in China. However, some genes are recessive (blue eyes and blond hair) so if a Swedish person will marry a Chinese, it is very likely that the Chinese traits will prevail in the children.
They are blonde in Sweden because their parents were blonde, and blackhaired in China because their parents had black hair.
For thousands of years we’e tended to mate with people from our own area so these characteristics get reinforced.
What makes it interesting is why were the Swedes blonde 1000 generations ago and the Chinese blackhaired. And all I can suggest is there was some evolutionary pressure to favour blonde people in Scandinavia, and favour blackhaired people in China.