The QYU code marks Gavle's railway station rather than an airport, so the real question here concerns a trip built around the city of Gavle on Sweden's eastern coast. Yes, travel insurance is still worth carrying for a Gavle trip, though the honest reason has more to do with cost and winter conditions than with any particular danger - Sweden has excellent hospital care, and the main gaps are what your own home coverage does or does not include once you cross the border.
Gavle has solid regional hospital care of its own, and Stockholm, roughly an hour and a half south by train, offers additional specialist capacity for anything more complex. Check whether your existing health cover extends abroad and specifically to Sweden before you travel, since coverage for EU and non-EU residents differs, and this page cannot tell you what your own national scheme or home policy actually includes.
Winter is the practical risk around Gavle - ice on pavements and roads, heavy snow, and short daylight hours from roughly November through March, when slips and vehicle incidents both become more common than in the milder months. The rail line connecting Gavle to Stockholm is generally reliable, but severe winter weather can still delay services and disrupt tight connections. Confirm your policy covers winter-weather trip delay if your visit falls in this window, on top of standard medical protection.
Keep any clinic paperwork, prescription receipts, and rail-operator delay notices if winter weather disrupts your plans, since Swedish providers and rail operators generally issue standard documentation on request. Many policies also want prompt notice before non-emergency treatment or a claim is filed, so check the process in your policy wording before you travel rather than assuming automatic reimbursement once you are back home. A standalone travel policy naming Sweden specifically remains the simpler option regardless of what a home plan might technically cover, and it is worth confirming the winter-delay benefit before a shoulder-season trip rather than after a snowstorm has already disrupted the line.