The question you’ve linked to is about the Personal Data Act 1998 (PDA) which implemented the Data Protection Directive | 95/46/EC (DPA)
Section 4 of the PDA states
This Act applies to those controllers of personal data who are established in Sweden.
However, the DPA, which the PDA enables, is being replaced by the General Data Protection Regulation (GDPR). As the GDPR is a regulation (not a directive), it does not require enabling legislation in EU member countries.
Article 288 of the Treaty on the Functioning of the European Union provides
A regulation shall have general application. It shall be binding in its entirety and directly applicable in all Member States.
The upshot of this is that it doesn’t technically matter which Data Protection Authority you choose to focus on. The law (i.e. the GDPR) is the same in each EU country.
Some DPAs may take different ‘attitudes’ to enforcement / compliance, however they are enforcing the same law.
What I meant by ‘your DPA’ is that, in addition to the possibility of slightly different ‘attitudes’, you’ll find some DPAs easier to deal with than others due to language, website, etc.
disclaimer: this does not constitute legal advice, it is opinion only.