Gulf stream but also just being near an ocean at all. Lots of factors other than how far north a place is impact average temperatures. Also, if you're looking at the average temperature of the entire country of Norway versus the entire state of Minnesota, that isn't going to reflect where most people actually live. A whole lot of Norway is Svalbard and north of the arctic circle with virtually no permanent human settlements. Most of the population is in the south on the coast. Most of Minnesota's population will be near the lake, which is still more moderate than deep on the plains, but the difference likely won't be as stark as it is in Norway.
Heck, there is a pretty big difference between the coasts and the midwest even just in North America. I grew up in Los Angeles and currently live in Dallas. Dallas is farther south and it actually does get hotter, but it also gets colder. Los Angeles had seen something like a quarter inch of snow in the past century when I left. It snows in Dallas every year. There was snow last week. Even though the currents in the Pacific flow from the north and the water is cold, it still has a moderating effect compared to living on the plains.
Heck, there is a pretty big difference between the coasts and the midwest even just in North America. I grew up in Los Angeles and currently live in Dallas. Dallas is farther south and it actually does get hotter, but it also gets colder. Los Angeles had seen something like a quarter inch of snow in the past century when I left. It snows in Dallas every year. There was snow last week. Even though the currents in the Pacific flow from the north and the water is cold, it still has a moderating effect compared to living on the plains.