> The same applies  "Å" and "A", "Ä" and "A" and "Ö" and "O"
> which also are also different letters as "Ø" and "O" are. 

Sure. And rightfully, they "Å" is *not* (I repeat: not)
normalized as "A", under NFD:

py> unicodedata.normalize("NFD", u"Å")
u'A\u030a'

> Maybe not in the unicode world but in treal life.

They are different letters also in the Unicode world.

> That's why I'm a little confused.

I think the confusion comes from your assumption that
normalizing "Å" produces "A". It does not. Really not.