"Sometimes things don't go quite as planned. They deserve better, but they have many more chances," the King said on site in northern Italy.
Linn Gestblom was the best-placed Swede with her two jumps, finishing ninth.
"Two more hits wouldn't have hurt. It would have been a lot of fun," she said next to the King.
Medal hopeful Elvira Öberg also missed two shots and finished 13th. She said she did not feel any extra pressure with royalty watching.
"I know he's interested in sports. So I think he watches quite often when we compete," Öberg said.
On Tuesday, the King watched as Sweden's women won a historic triple in Val di Fiemme.
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