Some sports have a long history of crossover, e.g. cycling/speed skating, while triathlon athletes often have a background in running or swimming. Other crossovers are more unusual but Rebecca Romero won Olympic medals in rowing and then cycling.
Clearly some of the attributes enjoyed by competitors in endurance sports are interchangeable and if a country has strength in one or more of them there are opportunities to develop a base in others, although culture and tradition also plays a part.
In the case of Norway you have running on the track or road (athletics), running on ice (speed skating), running on snow (cross-country/biathlon) and running on pedals (cycling). They've also produced quality rowers and triathletes like Tufte and Blummenfelt, so your theory has credence.