"Swedes are a bit different."
Translation:Svenskar är lite annorlunda.
To my knowledge olika is used to show differences when comparing specific things (i.e. The sisters are different. One is tall the other is short). Annorlunda is a remark about the peculiarity of something rather than a comparison. If this isn't clear the article should help clarify.
If I, as an Australian, said, "The Australians are a bit different," I would expect listeners to assume that I was talking a particular group of Australians (e.g. the members of one of our national sports teams). If I was determined to use the definite article when talking about Australians generally, I think I would pretty much have to say "The Australian people."
But Swedes (or the Swedes ;) would often use svenskarna to talk of the Swedish people in general, right? And some might even find it more natural to use svenskarna rather than svenskar in that case?
Back in the old days people were a bit more... racist. So they often saw themselves and each other as different peoples, not just as different nations of the same people. That's why many European countries have separate terms for nationality and place of origin, like Swedish and Swede.
In Minnesota we are known for saying that something is "different" when we don't really like it, because we don't want to be rude. That is part of the reason Minnesota is known as the "land of the Nice". :-) I wouldn't use different in that way about any of the many Swedes I met on my visits to Sweden though.