Adolph was a relatively uncommon name in English, and thus became taboo easily. In Sweden, Adolf has historically been a common name, largely eclipsing all that unpleasantness happening to the south that Sweden didn’t participate in anyway, do why should families change their surname?

Having said that, naming a child Adolf in Sweden is still uncommon, though presumably more out of concern that he may have a hard time if he travels.

In germany though Adolf is also taboo. There is even a german drama movie about this naming choice (I think its called "Der Name", so "The Name")