There is a financial blockade on WikiLeaks by PayPal, Visa, Mastercard, Bank of America and Western Union based on perceived illegality even though WikiLeaks hasn't been found guilty of any crimes in a court of law. I admit that I don't know exactly who pressured them to do it, it may have been the US government or they may have acted independently. Amazon forced WikiLeaks off of their cloud servers under pressure from Senator Lieberman IIRC. People affiliated with the organization have had their e-mail and twitter account information subpoenaed by the US government. Because Julian Assange is the founder and main spokesman of WikiLeaks, he is under personal attack for the perceived illegality of publishing the Cables, Gitmo Files, Iraq & Afghanistan War Logs, etc. He has had death threats levelled against himself and members of his family. The Vice President called him a "High Tech Terrorist" knowing full well that he was using a highly loaded word that would cause the public opinion to think that Assange is the same as a terrorist.
My point is this, he believes that people in the US want him dead and knows that the trigger happy members of our Senate and Congress would like to keep Guantanamo open and continue to use torture enhanced interrogation techniques on "terrorists". Though I don't believe that the Obama Administration would do that, I can't say the same for a Romney Administration. Sarah Palin compared him to a terrorist and she has a lot of influence on people who like the idea of waterboarding. I can understand the paranoia based on this.
I don't believe there is a connection between the allegations in Sweden and the US possibly trying to extradite him. Based on what I've learned about Swedish law in this thread, I don't believe that it would be easier to extradite from Sweden. I understand now that he has to be in Sweden in order to be charged with sex offences and that he is evading charges by staying in the Ecuadorian Embassy.