I am admittedly naive here, but when I was a post-doc, not having
benefits was actually *more* beneficial, and certainly so in hindsight:
(i) with benefits one gets *less* money in the end because one pays tax,
(ii) one *reduces* ones chances of getting a post-doc by almost 50 percent
[they become more than twice as expensive to the institute!], and
(iii) one is eligible of not doing science for a year, again *reducing*
the chances of getting a permanent job in science.

PS: here the official answer from our former director

You will be covered by the Swedish national health service, which is
free apart from co-payments for doctor's appointments and prescription
medicines. There is an upper limit on the co-payments you have to pay
in a given year after which the service is for free. The University also
provides insurance for work related accidents.

There is no provision for sick leave or maternity leave. Stipends are
viewed as funding for research training and not as a salary paid in
exchange for work. This of course means that you are free to decide your
own working hours and you can take some time off for maternity leave
if needed. Unfortunately, we are not allowed to extend the fellowship
period beyond 24 months, even in such cases, but we could provide you
with office space for some months after the fellowship formally runs
out to help you catch up on research.

Nordita does not have subsidized housing but as Axel mentioned in his
e-mail many Nordita Fellows have lived at the Wenner Gren Center which
offers housing to academics at lower than market prices. Their waiting
list is quite long so the sooner you apply the better. In the meantime,
Nordita can help you find housing in Stockholm by paying for the services
of a housing agency.