Why did the indigenous peoples of northern Asia and America not evolve the same physical characteristics as people of Nordic ancestry?
If you look at the Wikipedia image from their lovely article on human migration, you'll notice that after arriving from Africa, some humans went west and others went east.  The ones who went east went on to most of the arctic regions, except in Western Europe.  The physical differences between these groups probably can be explained as random variation, though we may never know what social and environmental factors (such as the behavior of predators or prey) might have driven adaptive changes.
Previously some might have suggested different levels of Neanderthal ancestry could be involved, but this seems even harder to credit in light of recent evidence that all humans have a small but significant degree of Neanderthal heritage.