A lot of Norwegians go on vacation during the Winter; not unlike migratory birds flying south! Being able to afford vacation, and having government/employer support for it, probably has some impact on the happiness ratings.
That's a great point, I hadn't considered that (being an American). I was only there for two weeks, one in Oslo and the other in Bergen, but it was a fantastic country. The sheer amount of daylight in the summer was pretty great as well. Some day I'll go back in the winter to see the Northern lights and some starry skies.