Right of political asylum is a tricky concept. Such persons are indeed protected by one legal system from the prosecution from an other legal system. Neither system are required by international standard to back off, but tax payers of both systems are paying for it and thus has some right to question the sanity of it.
As for armchair Occams Razor/conspiracists theorist, the published line of events goes as:
First month in Sweden. Initial questioning only, followed by conversations between lawyer and prosecutor. Assange explicit asked if he could leave the country and got "yes" back. While in UK he had a previous schedule talk in Sweden which got suddenly surrounded by a massive police force. Following this was the international arrest order.
So I ask, what secretly American agents? What elaborate ruse? A ordinary investigation suddenly jumped from "this is barely worth anyones time" to "international arrest warrant and massive police forces". Assange theory is that an external diplomatic force, ie US, meddled with the investigation. The other theory being presented is that this unprecedented chain of events is just normal procedure.