I cannot vouch for others, but I didn't think much of it; while no-one are seriously expecting a Russian occupation of Norway, we're rather aware that we are a NATO member, the Russians very much not - and that there is bound to be some strain in the relationship, despite it (in particular in the border zone up north) being good on a day-to-day basis.
For instance, citizens of both countries living in a defined zone either side of the border can visit under a visa waiver-esque program.
IIRC the debate following the TV series was more about how some figured the plot - that the EU wanted access to our natural resources and were willing to use force (by proxy) to get it - seemed plausible if international relations deteriorated sufficiently.
Our own little Suez crisis, that.