If you can't be bothered to watch it, the message is "free markets—bad, state-owned monopolies—terrific". Presumably, the aim is to convince Swedes that they are better than everybody else because they can't buy a drink after 6pm and it costs a king's random when they do.
To be fair, off licences in Sweden have a good range of choice (as the advert proudly declares), but that is offset by the fact that there is no choice in off licences. If the state doesn't stock it, it is effectively illegal.
Systembolaget gives the government a way to exploit and patronise the public at the same time. It's a hangover from the Sweden's brush with prohibition and the subsequent Bratt System. As Swedes are aware that most countries don't treat their citizens like children in this way, there is always a danger that they might turn against the state-owned model. And so, as with any socialist system, the state has to resort to nationalistic propaganda.