I just thought that a lot of Americans (and most of the posters here are from the USA) would have a hard time to figure out all the different European associations, unions, communities etc. It is confusing if you live here! And then Norway is not in the EU, but part of the Schengen treaty which lets you travel without border controls. While the UK is an EU member state, but not part of the Schengen treaty. It is pretty crazy..
I am not totally sure about the no VAT. But I remember that I researched it a while ago and came to the conclusion that this cruise should not have a VAT problem. When I researched it, I read that it is mainly an issue with cruises leaving from Spain as ultimately it seems to be up to the country of the home port.
I will ask when we get to the terminal or on the boat before buying anything, though!