Wade and Bo - thank you for the replies.
Emil Anderson's return to Sweden is documented in Vol. 3 of A History of The Swedish-Americans of Minnesota, compiled and edited by A. E. Strand (Chicago, 1910), which contains a biographical sketch about him (pp. 861-2):
"Professor Anderson returned to Sweden in 1893 [sic], and studied music five years at the Royal Conservatory in Stockholm, being under the instruction of eminent teachers, such as Prof. Johan Lindberg, violin specialist, Professor Bergen in theory of music, and the piano specialist, Professor Carl Anderson. After his graduation he spent some time with various orchestras, and in 1899 returned to St. Paul."
His return to Sweden is also documented in a court case in which he was a defendant, reported in the Saint Paul Globe, 17 and 18 Jan 1905.
Emil Anderson departed Sweden from Göteborg on 11 Jan 1899 on the "Juno". The ship list indicates only that his residence was in America.