I disagree when you say it's related to the societal structure. As you say yourself, other countries have the same or similar structure (for example Denmark, Sweden) but you haven't experienced it in those countries. Therefore, I would claim it's related to the national culture.

The polarization of both cultures creates a clash that eventually leads to the sensation of "exclusion". While most Norwegians indeed are closed-up and perceived as "cold", it is simply our nature - Our business is our own until we chose to share it. You could compare it to an intimacy zone. I'm sure you've noticed how nobody wants to sit next to someone on the bus unless they really have to. So when people from more "friendlier" cultures enters the scene, the opposites become even more clear; Norwegians are perceived as cold and excluding, while "foreigners" are perceived as intruding and loud.

In regards of forming friendships, it's a more complicated matter. Most Norwegians (Whom I know) have very few "close friends". There's the inner circle of 2-5 really close friends, then an outer layer of "friends by association", and then the "Acquaintances". Close friends are found through mutual interests, shared experiences etc. Friends by association and acquaintances are just that - Peripheral social bonds, and not our go-to people. And, perhaps as a result of our shut-in social culture, most Norwegians don't go out looking for friends. Most of us have those from various social arenas; childhood, school etc. "Forced social interaction", so to speak, is basically the corner stone of every Norwegian friendship. However, you'd be surprised at how far a good ol' fashioned drinking session can get you.

If I was to give you any advice; Adapt to the culture. We're a strange, shut-in people, it's just as natural for us as being open is for you.