Why recently purchased game was refunded without request?

It was an unintentional misprice that only happened in the Swedish store

Microsoft reserves the right to revoke purchases for misprices

https://www.microsoft.com/en-us/storedocs/terms-of-sale

10- Microsoft reserves the right to refuse, reject, cancel, terminate or not to process any order (including accepted orders) at any time, refunding you any monies you have paid for the order, for reasons which include, but are not limited to, if you have not met the conditions specified at the time of the order, if your payment cannot be processed, if the ordered Products are not available, where the price or other material information on the Store is inaccurate or for other errors. In the event of pricing or other errors, we may, in our discretion, either (a) cancel your order or purchase or (b) contact you for instructions. In the event of cancellation, your access to any associated Digital Content will be disabled.

Go to your recent purchases and request a refund.

Sorry to hear it. You can request a refund from your recent purchases at https://xbox.com/refund

Yeah, in that link I provided, it explained that this was happening to other players as well. Specifically for recent purchases.

"A small subset of users in the United States may be asked to pay again for a recent purchase. We'll be refunding impacted purchases soon, but if you'd like to request a refund now..."

Hello Bguery,

Refund Request

For any concerns regarding a recent purchase, you can request a refund from the Xbox Refund Form. While
there are terms and conditions that apply, you will be able to speak with someone that will be able to better assist you from within Microsoft. This includes any payment errors that may have occurred when wanting to purchase a game.

Hope this helps!