The move was a "silent protest" according to Hjelmer, who along with Green Tregaro wanted to show their disapproval for laws recently passed in Russia banning "gay propaganda".
"We can't choose where the championships are being held, but it is sad that they have these attitudes. It should be self-evident that everyone should have the same rights," Hjelmer told Sveriges Radio (SR).
On Tuesday, the Swedish Olympic Committee ruled that similar actions will not be tolerated in the upcoming winter Olympics, also in Russia.
"This is maybe trivializing the point, but just as you can't go around with adverts, you can't go around with political symbols," Stefan Lindeberg, head of the Swedish Olympic Committee, told the Dagens Nyheter newspaper.
"It's absolutely out of the question."
"You can have views about how a country is run as an individual, but we can't have athletes using sporting arenas to demonstrate these perceptions," he added.
According to Olympic regulations, competitors are forbidden from demonstating any political, religious, or ethnic propaganda. Those choosing to sport rainbow nails risk disqualification, Lindeberg added.
Russian President Vladimir Putin signed a law in June that punishes the dissemination of information about homosexuality to minors, with some activists claiming the law can be used for a broad crackdown against gays.