To be a net energy exporter requires some energy.

Yep. This damn EROEI once again.

The BP statistics don't include the oil that Norway exports in the consumption statistics, but it does include the oil that is needed to produce the oil that Norway exports.

I quickly looked at EIA data. It seems that Norway exports about 10 times as much oil and gas as it consumes locally. Assuming an EROEI of 20, which is a reasonable guess, Norway spends about 5% of the exported energy to produce energy. This would then be almost 50% of what it consumes locally, which would almost explain the 60% higher energy consumption in comparison with Sweden.

The numbers aren't easily comparable, so I may be off by a few percentage points. I would need a complete Sankey diagram for Norway to do a better job. However, the EROEI of exported oil together with other types of gray energy (such as the energy spent in producing aluminum for export) may indeed account for the higher energy consumption.

It's a similar story for Canada, which is a large, cold country with a sparse population and relatively large transportation costs for goods. Canada exports about 55% of natural gas production (NRCan data) and about 75% of its oil production (BP workbook).