Because it costs money and discourages them from meeting their NATO commitment.
I’m sure somebody wants us in Yemen too.
But we have no interests in either country, so the real question should be: Why should we go?
Some background:
https://www.defensenews.com/global/europe/2017/10/27/norwegian-leaders-want-to-know-why-us-marines-are-stationed-in-the-country/
Interesting, though not definitive, and short.
Norway ordered 52 f-35s, maybe the Marines are tied into that.