There’s too much plot in Steig Larsson’s novel to make this a satisfactory film. Even with the judicious filleting of Erika Berger leaving Millennium, there’s still too many threads flying around. This is not to say the film isn’t a pretty satisfying thriller, just that the narrative works far better as a novel; the same was true of the second in the series.
The critique of Swedish society is lost somewhat (partly with the loss of the sex trafficking subplot) as the reasons behind Zalachenko’s status are not explicated. There’s too many agencies involved in the investigation (the Section; police; Blomquist; secret service) for the clear narrative drive that suspense thrives on in film.
Read the books.