Yeah, move to EU to avoid government interference. Who wouldn't have thought that?
Norway is participating in EU trade, but is not its member. They are part of Schengen (passport-free travel between 29 European countries).
On the other hand, move to the EU and market to customers who don't want to worry about trade wars disrupting their business or the US government subpoena-ing data. Probably not a big enough market to justify that move yet, but it's not obvious to this American that my government is going to reverse its current self-destructive course.
Norway is not part of EU (if by EU you meant European Union, not just a country in Europe)