Sweden's SAPO security service raised the terrorist alert from 3 to 4 on a scale from 1-5, reflecting a high threat.
Criticizing a religion or religious symbols is not punishable in Sweden; this falls under freedom of expression which is protected under the constitution.
"We can see how Russia-backed actors are amplifying incorrect statements such as that the Swedish state is behind the desecration of holy scriptures," Carl-Oskar Bohlin said.
Iranian Supreme Leader Ayatollah Ali Khamenei demanded Sweden hand over perpetrators to Islamic nations' judiciaries.
Baghdad had notified the Swedish government "that any recurrence of the incident involving the burning of the Holy Quran on Swedish soil would necessitate severing diplomatic relations."
The 32-year-old said he had received permission to burn the Jewish texts simply to draw attention to the issue of Sweden allowing people to burn to Quran.
HaCohen added that following the burning of the Koran, there were several requests to burn Torah scrolls, "but they did not take place because the Muslim leadership prevented it."
Turkey is currently blocking Sweden from joining NATO for housing Kurdish groups and the block will likely continue after this incident.
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