Why? This document from the EU's Committee on the Environment, Public Health and Food Safety gives a short and honest answer:
We very much welcome that the prohibition of Snus outside Sweden will be maintained. Especially in this case it would be very harmful for the credibility of the European Institutions if the current rules would be liberalized.
That's the important thing, eh? We wouldn't want the EU to damage its credibility by admitting it made a mistake.
Shame on them.
(H/T Clive Bates)