My cousin stayed with me a couple of weeks ago, he's from Norway. English was good, but accent wasn't on par with what you're suggesting. Id assume those artists work on their accent as much as they do their flow.
Maybe it's just easier for them. Of course, their native language is still not English, so it would be weird if they were just born with American English accents, and having some sort of foreign accent is understandable.
But I think as soon as they begin working on it or move abroad, they quickly assimilate and have comparatively little trouble sounding nearly native.
I was originally basing my post on the few Swedes I met here and the artists I mentioned, so now I also went through a bunch of videos on Youtube, and while most of the random people on the streets sound foreign, I guess the accent is just not as strong. I also found this video of Swedish NHL players:
While clearly not perfect and they play in America/Canada, I think many of them sound much more natural than an otherwise equally fluent Russian, German, Italian, Spanish, French or Polish native would. I think their accents are just more subtle, even for the guys who aren't otherwise as fluent.