"We have not found anything that could explain what happened. We do not know," police spokesman Lars Bystrom told AFP.
Early Sunday morning, the car, which one witness said was travelling at around 70 kilometres per hour, drove through several signal lights and two barriers towards a canal bridge near Stockholm -- the centre of which was up to let a vessel pass.
Lorry driver Jonny Alexandersson told the Aftonbladet newspaper that other vehicles were waiting for the bridge to close fully, but the band's car sped towards the bridge "at a crazy speed".
Swedish police and bridge operators said that the barriers and signal lights were working normally at the time of the crash.
"For the moment we are examining the car, to see if everything functioned properly, including the brakes, and we are examining the bodies of the people that were inside," Bystrom said.
The band, who last year released a debut single, had been in Sweden for a Friday night "Where's the music" festival in the central city of Norrkoping and were headed back to Britain for a gig the following day.
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