Regular users in Sweden are in danger because a corporation needs to fill their pockets. Studios are suing your ISPs to get to you.
Use I2P. It will hide your IP address (among the many things it can do), afford you more privacy and allow you to torrent freely, even without a VPN/seedbox. The catch? You'll have to add the I2P trackers to your torrent.
I believe I2P is the way forward for piracy and I look forward to it getting bigger than it already is.
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The OG I2P program is written in Java, which might show behavior like you mentioned (didn't stop immediately when stopping the service).
Please try I2PD, it's written in C++
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I agree, i2pd is so much better than the legacy Java client, it should really become the default client for I2P.