In my experience it is quite unusual that the Allies attack Norway, but in one of my games they did and Norway joined the Axis. Imho thats not so ridiciulous because its sovereignty is threaten and joinig the opposing faction kinda guarantees its survival. And if I remember correctly I had finished the UK via Sealion and some time later I noticed that Norway wasn't in the Axis anymore. This would make sense, since the enemy threatening them is no more and so they went back to their neutrality.
You could see it that way: in being neutral a country tries to stay out of a war, but once that fails (cause one side attacks said country) it is better to have some allies than to fight (and lose) alone.
Belgium and the Netherlands are neutral and when Germany is at war with France there is a chance they join the Allies even if Germany isn't taking the "good old route to Paris" through both countries. Sometimes they even join them when the German armoured spearheads are deep within France. Backstabbing Germany when the Blitz through France is almost finished? How clever is that?
And besides that, there are other examples which could be viewed as strange or silly:
Germany and Japan are not allied. Germany isnt' at war with anyone. Japan attacks the US and the US are joining the Allies. Since the US are in the alliance, France declares war on Germany and thus the US send troops to Europe against Germany.
I dunno, if I was the US I would deal with the aggressor Japan in the Pacific Theatre and I would tell those French guys they should finnish the war which they started without my help.