Not higher than Swedish retail prices though. But price is probably the least of my concerns.
A few reasons I play import:
1) To play games without a western release.
2) To play japanese version of games as not to miss out on things lost in the localization process.
3) Better voice acting. Western games that was designed with English voice acting in mind are usually good, the problem is when Japanese games are localized and dubbed, the quality of the dub is usually nowhere close to the Japanese version with professional seiyuu. Notable exceptions are Snatcher for Mega CD and the Metal Gear Solid series. These localizations were really well done in English.
4) More genre variation. Western PC gamers nowdays only seems to play about 3 types of games (FPS, RTS and western RPGs), if even that. Console gaming in the west has also historically been really narrow. RPGs, SRPGs and adventure games used to be almost unknown to European console gamers (and not that popular among Americans either), although Final Fantasy VII, Final Fantasy Tactics and lately Fire Emblem have changed that for the RPG and SRPG genres. Good Japanese adventure games (that the PC Engine has a lot of) seems to still be quite obscure though.
On the other hand, genres like RTS is quite unknown among main stream gamers in Japan.
5) More focus on characters and themes. Especially American game designers thinks it's OK to reuse the same featureless characters for all games, and only focus on game mechanics. European game designers do think characters and music are important, however they usually have a really strange taste in character design (music is usually good though).
On the other hand Japanese game designers sometimes focus too much on characters, sometimes leaving mechanics a bit too simple.
6) Not so much black humour in Japanese games. Seriously, what happened with classic slapstick? Western game designers has a very strange sense of humour, while the Japanese, ironically enough, has a very light-hearted and universal humour that is very easy to understand.
In modern games nowdays, voice acting is so common that I can hardly play the English versions of games anymore, unless they have either good voice acting or dual audio. Ever since learning more Japanese I have more or less migrated to only play the original (Japanese) version of games though. I always makes sure to buy the Japanese version of region locked consoles like the 3DS.