The difference is where the money goes. You can point to any country that scores high on corruption index and go "well actually, these people made out like bandits".
The Middle East is very rich with a very high standard of living. A lot of those countries have no income tax and basically free medical and utilities. Much better than what Norway offers.
Is the standard of living really much better in the Middle East than what Norway offers? I haven't seen any exposés on modern slavery in Norway like I have on the Middle East fiefdoms, but maybe those canny vikings are just better at hiding it?