Yea, car rental is really expensive in Norway. You have three strikes against you: 1) The dollar is very weak, 2) Norway is expensive even when the dollar is not weak, 3) car rental in Norway is more expensive than other things. Still, $9000 for two cars for two weeks seems expensive. Is that the price you got from hertz.com? Look around more. Do a clever web search. Look for the small provider. But, you'll still pay a lot.
Sweden won't be cheaper. Denmark maybe a bit. Germany perhaps, but then you spend a day traveling to Norway.
Welcome to the rest of the world where they price cars for their true costs, that include road building, polution, cost of military to deal with the Mideast, etc.