I didn't know about the blue card, and yeah in theory it looks to make things easier. However like with many EU regulations, there's a nice idea behind but quite often a very different reality.

Individual countries can and do override EU regulations. Sometimes even illegally. Getting local laws overturned in the EU court system is an exercise in futility though.

You'll also notice a long list of requirements, some of which can be very hard to live up to. As an example Sweden doesn't recognize Russian university degrees. You'd need a year or two extra of a special "top-up" education in Sweden, depending on your field, to have a "valid" bachelor or candidates degree. To get that though, you'd need the living permit which you can't get without the degree... At least through the blue-card method. This kind of catch-22 situations grounded in bureaucracy and red tape are very common in Scandinavia. Sweden is much better than for example Denmark though, but it can still be extremely frustrating.