He probably speaks English because most Scandinavian people do, it's still the Lingua Franca. He probably speaks it with a British accent as some of his first exposure to music was with bands like Black Sabbath and Iron Maiden. HIM also became popular in Britain far before they became known in the US, and thus he would have spent more time in the UK than in the US, further developing his accent.
Yea, It's like if you were born on the border separating Mexico from the USA... you'd be able to speak perfect English but you'll have a Hispanic accent.