Spain is not a so rich country as some people think. At all. If you think in flats, houses and so on, in fact, prices are more or less the same as in the rest of Europe, but salarys are far more little than in the rest of the continent. I don't mean a little difference of salarys, I mean that we earn less than a half of the salary of any european country that you choose. So if the price of a flat is the same in Spain than in, for example, Germany, and the salary of a German is two or three times higher than the salary of a Spanish... I don't know if you know what I mean, but the problem/difference is clear.
Sometimes your natural heritage is not the best think to be surrounded by. Sometimes you are born in a place that you don't recognise as yours because the general way of understanding life is not the same as yours, and, in general, the way many people has been educated makes you think that they don't understand a word you're saying. Sometimes you are speaking with someone and you think: ok, 2 options: or I've been talking unconciously in another language or you and me come from different planets.
When I said that I would like to be one more of them, one more Swede, I didn't want to say that I would like to get Swedish nacionality. I was born in Barcelona and I've been educated here: I am Spanish. But if I have to change the nationality because it's necessary, I would do it. As you said, a piece of paper is not important. I said that I would like to be considered as a Swede with the intention that if I go there, I have to speak their language, learn the Swedish way of living life, learn their history, understand why they think like this and why they do things like that. Feel myself part of the country. Because if someone goes to a country and doesn't feel that is a part of it and is not able to get used to their way of life, I think is better to come back to the place she/he comes from.