In Sweden, can a supervisor ask his PhD student to provide a private future work list of his thesis? Recently, I faced a new academic phenomenon that a high level researcher informed me about. I am writing a potential reasoning of the phenomenon:

From a legal point of view, PhD is similar to a transaction in which a PhD student produces an innovative content for the University and, in return, the University will give the student a PhD degree. Thus, it may be concluded that whatever the student produces in these years in direction of his thesis is for University.
Moreover, one of the important aspects of a successful research is the potential growth that a research can have (future work). A part of the future work is written inside the thesis; however, many times this part is not such detailed. 

Now, suppose that a supervisor wants to take advantage of the future potency of work of the PhD student for the future PhD students of the same University (assuming that the University has the intellectual property of whatever he has produced in direction of his thesis).
In this regard, the supervisor may decide to ask him provide a detailed future work list with explanations as a private/inter-lab document so that the next students follow this direction.
Is this request legal (based on the Swedish regulations) from a supervisor to his student?
A supervisor who asks you to write a detailed "future work" document might be trying to cheat you as you appear to worry about, but it's unlikely.

What's much more likely is that they're interested in the scope for future projects both for students, and for postdocs.  If your supervisor can get a grant based on work you've done during your PhD, and there's funding for a postdoc on that, it could well be to your benefit - you should interview well on the topic at least.

Without the backing of your supervisor (either in their lab, or moving on with a reference from them) you're unlikely to have the chance to work on this material anyway, and your dead ends may prove to be good projects for new students with a different skill set.

Finally viewing anything in academia as a simple transaction is rarely helpful model.