Norway resisted because it was invaded.
Oh and a not insignificant number enthusiastically cooperated with Germany, with many volunteering to fight ( entire SS divisions).
But there were many Dutch and Belgians in Rg. Westland. And SS Charlemagne, made up of Frenchmen, was among the units holding out in Berlin until the bitter end.
The Germans simply cast their cause as a crusade against communism and recruits came pouring in. People can rationalize anything -- Germany was going to be a 1000 year Reich. Rather than viewing themselves as traitors, I'm sure many of those men simply assumed that their nations would shortly homogenize and settle down as provinces of the Reich. They weren't betraying their homelands, they were serving the unified empire.
And for Scandinavians, being another "pure" branch of "Aryan" stock, they could easily apply German racial superiority to themselves.