Conventional SaaS products don't need any licenses, and there is no such thing as a universal "global" license. SaaS isn't sold as a product, so export laws don't apply. You sell the service, and the service follows the jurisdiction of the location where your company is registered.
So if you're based in the US and you have a customer in Sweden, then nothing gets exported because the Swedish customer is simply buying a service from a US company. This is why you don't pay customs duties on SaaS like you would when you import/export physical goods. It doesn't even matter where your servers are.
The sales director probably just wants to know if they can use the software outside of the US, and the answer to that question is yes. Unless you signed those rights away in some partnership agreement but I assume you would know if you did.