Of course I have no real info on why but it does seem plausible that returning would be unattractive.
Your hypothesis is quickly rejected/proven to be bullshit by the fact that the travel distance that the ship took after being rejected by Norway was greater than the distance it would need to take to get to a Russian port.
And instead the ship planted itself where? Right in the middle of the English channel? We're talking about hitting ports from Norway, Lithuania, and now UK/France/Belgium?
The ship goes to nearest port for repairs. But when the nature of the cargo is understood, it is asked to leave.
It chooses to head south to Russia via the Baltic instead of north into the artic. A reasonable safer course.
Then Denmark denies it passage through the straights into the Baltic, so it now has to either head north again or carry on.
It arranges to get to Malta, a place that makes its business in ship repairs.
Seems reasonable actually.
What do you think they should do, camp in international waters outside Murmansk in a dead-end of the Arctic, hoping a Russian port authority relents, until winter comes in full force and they're ultrafucked rather than just a bit fucked? Have you looked at a map?