Why on Earth would you think a lack of a warrant would matter? This is the US government we are talking about here. Absconding people to put them in Gitmo, or CIA black sites, or simply executed, are all techniques used regularly and without hesitation. Last I checked the U.S. does not care about warrants, especially against foreign nationals.
If Assange was trying to avoid being smuggled onto an illegal rendition flight or even assasinated, then being in Sweden, even remanded in custody awaiting trial would be a lot safer than the country he chose to fly to instead...
My guess is because this is a highly visible incident, and doing so would violate the deeply entrenched norms regarding the sovereignty of embassies. The blowback would be severe. Assange is also white and not a Muslim.