First, Finland is not a part of Scandinavia and Norway is at the same level as Denmark. So its not entirely true that the rest of Scandinavia is good at hockey. But Sweden rocks our pants in hockey though.
As for the reason why Norway doesn't produce hockey talent, it is probably because they got very few icerinks. Sweden got over 300 icerinks, Norway got 30. It was built a new icerink this year and that was the first built since the olympics in Lillehammer in 1994!
During the 1960's the president wanted a strong priority on building new indoor icerinks. The rest of the activities should be runned on a minimum cost to achieve as many new indoor icerinks as possible. Unfortunately he lost this struggle and the money was spent on other priorites.
The same situation arised in Finland were they decided to build as many indoor icerinks at whatever cost it would take. Up until that point Norway and Finland had an equal amount of rinks and players. As it is now, one of the countries is amongst the hockey Top 6 and the other just qualified for the upper WC this year and will face USA, Canada and Denmark in Riga this spring. We were lucky we got Denmark in our group though as we probably will beat them and keep our spot.
The trouble for Norway now is that alot of places don't have an indoor icerinks were new players can be recruited. Both the southern part and the northern part of Norway is without any icerinks at all. Thus hockey get neglected in media and most of the athletictalents goes to soccer or skiing.