Well, first of all you have to remember that statistic without context is another word for trolling. In a country with only 5 mill people and 100% literacy, its easy to get statistic like that every norwegian have tasted alcohol witch then gets interprented that every norwegian is a drunk. Everyone who has had a wife in labor should check out in the "anxiety" statistic. So remember context.
When that is said, its sucks to be norwegian. We have conscription where you have to spend nights in -20 on a damned mountain guarding a road against moscus. We have 4 different season in one day. So no matter what clothes you wear, you always freeze, get drenched or sweaty. And if you try to be a self made man, both the Jantelov, the taxes and bureaucrats grind you so hard into the bedrock that you never be able to stand with a straight back again.
So what makes it the best country to live in? For one thing, we are still vikings. So we still expect the worse to happen and plan according to it. So if the road gets closed by a flash flood or an avalanche? Then we pick out our thermal sleeping bag that we have in the cars luggage room and wait until the road gets cleared. And yes, you are depressed when you plan for avalanches in the winter. But **** happens. Its just common sense to deal with it.
For the other thing, its not a questing of the best country in the world. Its a question about what country is less horrible to live in. And 6 feet female blonds makes the winter and stupid politicians less horrible. The winter time ain't so bad when you don't have to sleep alone in half of the bed. :)
So all in all: Norway is a bad-*** country for bad-*** people. Everyone else gets broken, chewed out and spit over to Iceland. Yes, the Icelanders where the wimps who could take it and had to escape to a iceland in the middle of nowhere. And the Icelanders claim that Norwegians are the one who where to stupid to get the hell out of Norway. So the Scandinavians are one happy family who loves to tease each other. For the Swedes, Danes, Finns, Icelanders and even most of the Scots and Irish are literally our brother people. And even if you never would get a Swede to admit it, they would stand shoulder to shoulder with Norwegians if the **** hit the fan. So if you really would find out why Scandinavia always comes out on top in UN ratings, I would suggest that you google "dugnad". Because you can have solidarity in a community without being a communist. And that is what makes the difference between Scandinavia and the rest of the world.