Why does it rain so much in Norway?

Because the clouds are sad there.

BECAUSE of the prevalence of OROGRAPHIC LIFTING that takes place:

The mountainous terrain of Norway allows for orographic lifting to occur. This is when cold air masses, which are always found at Norway's latitude, are forced to rise when they collide with a topographic barrier (in this case, mountainous ranges). The water vapors in the rising air masses then condense to form clouds as it reaches the lifting condensation level or the dew point. All the precipitation (i.e. rain) has their source in these clouds.