Not sure what you mean about Sweden and Norway. Prince Daniel is only Prince Daniel because he married the Crown Princess. Had Carl Philip been the heir, and Victoria was just Princess Victoria, I don't know that he'd have been given a princely style. Madeleine's husband is just Mr. O'Neil. I don't know if that's because he was offered a princely style and he turned it down or he was never offered it in the first place.
As for Norway, the only blood princesses that have been married since Norway became an independent country are Ragnhild, Astrid, and Martha Louise, and none of their husbands were given a princely style.
As such, neither of those countries' customs have any affect on what the Luxembourg royal family will do. I expect it'll be similar to when Princesses Beatrice and Eugenie got married; she'll be Princess Alexandra, Mrs. Bagorny, and neither he nor their children will carry titles.