It's a good question, and I've often wondered this myself. Alamar's answer is a big part of it. I'm not sure if it adds up to much, but here are a few other things I can think of:
Countries may wish to exercise a certain amount of control regardless. For example, India practices stringent screening of people of Pakistani origin (Even third generation immigrants.) There's even a special field in the visa application form asking if you have Pakistani roots, and the processing time is much longer for people of Pakistani origin. Many nationalities are eligible to apply for e-visa online, but people of Pakistani origin (regardless of citizenship) are not eligible for e-visa at all. It also appears that a great many of these people are in fact rejected.
To follow up on your example, Norway has roughly 40.000 people of Pakistani origin. (And many more from similar countries.) A great many of them are Norwegian citizens. If India was to remove the visa requirement for all Norwegian citizens, they would lose the ability to additionally screen these Norwegians of Pakistani origin. It would also make it much, much more difficult to reject them. Whether this additional screening and rejection is useful or not is a separate matter, but it's a fact that India does practice it.
Blacklisted people, and people who have been previously denied entry
There's also the additional motive of making it easier to enforce blacklists. Let's say an individual has been caught overstaying or committing crimes previously (maybe even in another, cooperating country) and is blacklisted in some way. He can then be denied a visa. If the person could simply arrive in the airport, it would be different. They may catch him at immigration, but it may not be convenient to check everyone on the spot at immigration. And if a blacklisted person does show up, the country may have to pay for the flight ticket (and other administrative costs) to have him deported back to his country of origin. Neither is it a good practice to return people who have spent much time and money on their trip. Stories of such (quite possibly totally innocent) people being arbitrarily rejected at immigration and deported does not give your country a good name internationally, and does not encourage tourism. Would you want to spend your money and holidays traveling to a country that may or may not accept you when you arrive? What if you even risked having to pay your own expensive deportation flight ticked home? No matter the probability, this would not encourage tourism to that country. It's much easier for the country to reject people during a visa application process.
My mother works for a Norwegian publisher. This publisher publishes, among other things, many books and magazines about geo-politics and regional politics. Some of these books/magazines have written about certain countries in less than favorable ways. After such publishings, there have been instances where people employed in that company could no longer get visas for those countries. (Even if they said they were just going for tourism.) If those countries allowed all Norwegians access without them having to apply for visas first, that would severely limit their ability to refuse entry to such people. Again, it's much harder to turn people away at the border.