I had similar experiences going the other way: From Norway to the US. To me the US was supposed to be the land of opportunity where any kind of life was possible.
The pros and cons are different but interestingly I had exactly the same experience as you: Feeling totally disconnected from people.
Norwegians are not quick to get to know like Americans. But I found it really hard to go beyond superficial friendships in the US.
I suspect there is a cultural divide between Anglo-Saxon and Germanic culture. I have been in many international settings and always found it easier to connect with Dutch, Germans, Austrians, Belgians, Swedes etc than say British, Irish, Canadian or American.
Although I find Anglo-Saxons easier to deal with in a public setting. Like just going to a store or just small talk. Nordic and Germanic people have no idea of smalltalk.
A country can have all sorts of nice organization and traits, but if the culture of the people does not connect well with you then it is very hard to make it work. My wife is American so Germanic countries have a natural fit.
But for very social and extrovert people, Nordic countries can be hard to live in.
And of course no matter how well Norway gets run it will never change the weather or give more sunlight.
I don’t think everybody writing about how great Nordic regions are necessarily want to advocate moving here. Often it is simply trying to encourage people elsewhere to adopt some of the Nordic policies and practices.
You don’t need to have say Norwegian culture to adopt some of the health care or educational practices here.
Personally I wish there was some country wish was a mix of Norway, Netherlands and Spain in Southern Europe.