I don't know what hospitals are like in Norway (or in the case of Maxima, in the Netherlands) but maternity wards can be very noisy and distracting, even if you have a private room.
In Canada (or at least Ontario) you stay in the hospital for at least one day if you've had a regular delivery without any complications, and three days if you've had a C-section or complications during your delivery.
Three years ago, when my aunt had her fourth child through a regular, uncomplicated delivery, asked to leave the hospital after 6 hours because she couldn't rest in her private room and the constant noise of other patients, visitors and babies, and nurses and doctors was waking up her baby. My aunt certainly didn't go home with one of the city's top OBGYN's but seeing as it was her fourth baby, they let her leave. She found it more comfortable to rest in her own bed and to have her new baby in his own nursery without any outside noise other than his father and his siblings.
For a myraid of reasons I an understand why Mette-Marit and Maxima would want to rest up with their new babies in the comforts of their own home. Imagine members of the press trying to get into the hospital to get the first pictures of your new born baby who is also the future heir to the throne. It would be an unsettling thought while trying to recuperate from a delivery.