These findings do not surprise me in the least, for I have seen many other studies demonstrating exactly the same thing. The lower your cholesterol level, the shorter your life expectancy. Just to take one example. An Austrian study twice this size of this Norwegian one came to the following conclusions:
‘In men, across the entire age range, although of borderline significance under the age of 50, and in women from the age of 50 onward only, low cholesterol was significantly associated with all-cause mortality, showing significant associations with death through cancer, liver diseases, and mental diseases.’
http://www.ncbi.nlm.nih.gov/pubmed?term ... %20austria
Added together these studies looked at two hundred thousand people, with a total of two million years of observational data which is a pretty damned impressive amount of work and figures.