If the film is not set in Norway it's at least inspired by Norway. From The Disney Park Blog:
"We’re excited for the Frozen attraction, too, Matthew. While we
don’t want to give away the whole show, we’re well aware that what
people love most about Frozen are its heartwarming story, the wonderful
characters the film brought to life, and the amazing music throughout
the film. The attraction is designed to let guests experience and
immerse themselves in all those key elements. And we think it’s a
natural fit to locate the Frozen attraction at Epcot’s Norway Pavilion,
which showcases the country that helped inspire the film."
I think this explains their thinking on why the ride fits in Norway.