Norway (and all of Europe) has outsourced much of its collective defense to the United States, so if Norway and the Europeans are comfortable with the entire US military apparatus protecting them, it is quite surprising that Norway would have a problem with something as comparatively insignificant as flight data being sent back to Lockheed.
In fact, given the protective relationship the US has with Europe, wouldn't Norway want to provide as much data as possible to help improve Lockheed's technology and hence the West's future defensive capabilities?