This is going to be a very short answer, but I don't know that there's really anything else to say.

The German invasion of Norway began on April 9, 1940. The last Norwegian army forces in the country capitulated on June 10. So, why didn't the Wehrmacht have trouble with the cold in Norway? Because they invaded at a good part of the year for offensive military campaigns, and won quickly. On the other hand, the following year Germany invaded Russia at the start of summer, and was not able to achieve victory before winter set in. We all know how that went.

Of course, it's still pretty chilly in parts of Norway in April, but nothing like the winter of 1941-42 in Russia, which was one of the coldest winters ever recorded. It's comparing apples to flash frozen oranges.