Tony,
Well, if it hadn't been your ancestor, it would have been some other British captain! So...
Unfortunately the Swedish captain's response seems ill-advised and he was presumably trying to fulfill his orders to the letter, rather than using the common sense which the situation demanded (like the captain before him). The Ulla Fersen would not actually even be referred to as a 'light frigate' by other nations, being considered somewhat inferior.
I'm not sure about the Swedish Admiralty orders, but if they were such they would most likely have reflected the views of the King, Gustav lV Adolph. He was on the throne at the time of both incidents and demonstrate the kind of man he was, young, inexperienced and with rather contraversial views – but also unfortunately the King! He sometimes demanded action largely to make a point, although most orders he gave in this respect were not usually not well thought out and often went against advice from his senior officers, who were rather more practical. It's not surprising he was deposed in 1809! Sweden itself, of course, was (and is) a proud nation and many Swedes believed that they were defending both their neutrality, and their right to trade with whoever they pleased, by putting up a token resistance. A little naive perhaps, certainly against a nation such as Great Britain, but they wanted to make a point. The situation became rather better when Saumarez came on the scene and a lot of misunderstanding, on both sides, was cleared up.
Unfortunately I don't have any specific details of the Swedish Admiralty policy at the time, nor with regard to detained vessels but, as you say, it would certainly be worth researching.
I certainly enjoyed my tea and, well, biscuits actually, and enjoyed reading Jacquie's article. I'm sure the full work is just as rivetting!