But when they actually got the chance to choose themselves, Norway went to the younger brother of the Danish king asking him to take up the crown ... from what i gather the Dano-Norwegian union was more even than the Swedish-Norwegian, which was seen as a straight off usurpation of power.
Actually when the Norwegians got their independence they first offered the crown to a member of the Swedish royal house, but when Oscar II abdicated the Norwegian crown he also did so on behalf of his entire family, so the they decided to go with a Dane instead.