Because he is too Trump to realize that Norway has no saying in the award
I believe that it simply speaks to his worldview. It's an institution in Norway, so he expects that Norwegian leaders can and should pressure the organization into awarding him. This is what he would do.
I'm still not sure whether Donald himself is just dumb or whether he knows he can get away with saying things because his voters are dumb. Neither option looks good in an international context...
Not only the Norway thing, but he also (pretends?) doesn't understand how NATO works. Being angry about NATO members, a defensive treaty, not joining an offensive campaign in Iran.