I think it's already pretty-well established in medical literature that not all cholesterol is equivalent; LDL and HDL cholesterol are associated with higher and lower risks, respectively. The abstract for this study doesn't suggest they were differentiated.

More speculatively: Given this is in Norway, which non-authoritative sources on the internet suggest has an average diet consisting largely of fish, which is relatively high in HDL and low in HDL cholesterol compared to red meat, their diets would favor HDL cholesterol.

(I'm a dietary skeptic; I've seen the consensus reverse itself too frequently to take it seriously as a science, and I've seen too many people whose overall apparent health improved switching to diets which the consensus claims is unhealthy. But these seem like serious confounding issues for conclusions drawn from this study.)