Vidiot, it's probably more than just cheddar. The article mentions that they would lose the right to officiate weddings. There are probably other rights/privileges that they would lose as well, not just $$/€€/££.
Then too, as DS brings out, they are probably concerned that this idea may spread to other European countries. They have had legal success with the EU high courts, so they may have their eyes set on that, and suing the Norwegian government is a step toward that, should they not get the legal decision they want in Norway.
Finally, remember that this whole thing in Norway has been instigated by now DFed "apostate" Rolf Furuli, so, just like JWs/ex-JWs who have leaked in-house docs, they are going after/opposing him in this legal way.
In sum, there are likely number of factors at work here, more than just money.