Norway’s democracy is in no way threatened by the fact that the country is not a member of the European Union. It is not necessary for a country to be part of the European Union (EU) in order for it to be a democracy. It may be that the country’s economy would be better off if it were part of the EU, but that is not necessarily true. As for democracy, one could even argue that Norway is more democratic for not being part of the EU.
The EU does try to push its member countries to be more democratic. This is one of the reasons that the EU has dragged its feet on allowing Turkey to become a member. There are some concerns that Turkey is not sufficiently respectful of the rights of its people. This is one reason why Turkey is still not an EU member.
However, countries like Norway have a strong tradition of democracy. It is not as if Norway needs to be pushed to be more democratic. Therefore, the fact that it is not in the EU does not make it any less likely to be democratic.
If anything, we can argue that Norway has more democracy because it is not in the EU. One complaint voiced by many countries in the EU is that the EU takes away some of their sovereignty. It imposes regulations on those countries that may be contrary to what their people want. Because Norway is not part of the EU, it is not susceptible to having these regulations imposed on it.
Therefore, there does not seem to be any reason to think that Norway’s democracy is in danger due to it not being an EU member.