Excuse me, that's not the case except in the most narrow and pedantic sense. Here's the English High Court denying his appeal:
"In England and Wales, a decision to charge is taken at a very early stage; there can be no doubt that if what Mr Assange had done had been done in England and Wales, he would have been charged and thus criminal proceedings would have been commenced. If the commencement of criminal proceedings were to be viewed in this way, it would be to look at Swedish procedure through the narrowest of eyes. On this basis, criminal proceedings have commenced against Mr Assange"