Embassies are not the land of the foreign country. Embassies are considered sacrosanct from uninvited local LEOs, because if you violate their embassy, you've created a precedent where anyone can violate yours.
While true, the technicality of the case means that Swedish prosecutors want to interview a Australia person on UK land inside a Ecuadorian embassy.
But since Embassies are considered sacrosanct, it is the Ecuadorians that exercised their right to dictate the rules of the interview rather than the three other involved nations.