Fraud is a crime. When a crime is committed citizens inform the police to investigate.
If someone punches you in the street or steals your wallet will you file a lawsuit or call the police? Maybe in America is different, but the normal thing to do is to go to the police. Fraud is not different, the police will investigate.
> If someone punches you in the street or steals your wallet will you file a lawsuit or call the police?
In the USA, probably both. You (or your insurance company) might sue them to recover your financial losses, the police would investigate the crime of assault and/or robbery and pass any evidence along to the prosecutor.
Of course if they have no money or other assets, suing them is a bit pointless.
In the US, you might wait for criminal action if it was progressing to initiate civil action because (1) a criminal conviction can be used as evidence (and it is asymmetrical, because an actual doesn't have the same weight), and (2) criminal process can result in a restitution order which makes civil action unnecessary (and in some jurisdictions may allow recovery from a dedicated fund for victims of crime even if no recovery is possible from the perpetrator, and in that sense may be better than winning a civil action), and (3) criminal prosecution doesn't cost the victim money, civil prosecution generally does.
It means the legal system is investigating the matter and the public prosecutor may or may not decide to file charges. The publishers might have filed a lawsuit themselves, but that is very expensive so they hope the legal system will do it for them. My guess is that the investigation will be closed because I don't think Swedish authorities think they have jurisdiction over Facebook. Unless Meta happens to have offices in Sweden, which I don't think they have. In general they can only prosecute crimes committed in Sweden or committed by Swedes.
The investigation maybe will be closed, but not for that reason. Fraudulent ads that are paid for and then shown on Swedish news sites makes money change hands in Sweden. Even though the fraudsters are abroad, Meta makes business with the media in Sweden that displays the ads. Jurisdiction will not be a problem