A lot of that conversation pretty much sums up Sven's character. Got a lot handed to him, succeeds (relatively) easily enough and was pretty much a winner for most of his life. But for all that success, Sven's never really had to deal with rejection and failure, he's never learned the concept of "if at first you don't succeed, try and try again."
Most of Sven's character arc is deconstructing the ace, the perfect sibling. He isn't perfect, far from it. The closest relationship he had was with Faye and he done fuck'd that up, and his life has fallen apart in the wake of it. Not in a major way, but it has resulted in the fact that Sven the Casanova is gone. He's had so many one night stands that he hasn't been able to form a healthy romantic relationship.
That's crossed over into his relationship with Dora. Yeah, they've patched things up, but the core of their relationship is that Sven was the Ace, Dora the runner up. He's never understood the resentment Dora has built up, but conversely, Dora never knew the level of self-loathing Sven has. And that is shaking the foundation of their relationship. And I don't think either of them is coping with those revelations.