I came from Norway, with 35 people per square mile, to Connecticut, with 739 people per square mile. Please explain that one to me again!

Well, most of Norway is desolate Arctic wasteland. The populated parts of Norway are more densely populated than the United States.
 

Yes, mass transit was better there. Given that this lowers demand without changing the supply, that should make the gas prices cheaper, not more expensive.

The mass transit is paid for from very high gasoline taxes, without which gasoline there would actually be pretty cheap.

You're mistaken. The clickers to ring in are shut off until Trebek is finished reading out loud. (Jeopardy was probably the first quiz game to do it this way.)