Not sure where you live, but in central Europe (I live in Germany) you definitely have spiders, harvestmen, mites, millipedes, isopods, slugs, beetles, cockroaches (in my case cute little wood cockroaches), moths (their larvae at least) living inside and around your house. Maybe not directly inside your living room dancing on the table. Although there are some cockroaches that do run around everywhere in my home. But have a look around in your cellar, garage, any spaces that aren't frequently heated or where you store food and you'll find them.
we have spiders and harvestmen in abundance, but the rest is not something you will see in a house here.
maybe you'd see isopods in a garage because they caught a ride on something you brought in from the garden, but there's not much for them to eat so you'd likely see them dead not long after..
I have never in my life heard of people having millipedes, slugs, beetles, or cockroaches in their house in sweden, that makes it sound like your homes are absolutely filthy for them to have stuff to eat. Also pretty sure the scandinavian peninsula just doesn't have cockroaches, i have yet to see one in real life outside of captivity.