A good question and one for which I think there is no definitive answer, and probably will not be unless we find the lost works by Cnoyen, Nicholas or Ivan Bardson. To speculate, howver, a few possibilities...

1) Outide of the written instructions, they expedition was also orally given orders to explore the area. - possibly find a suitable location for a new colony.

2) Knutson may have been a glory seeker, setting out to explore strange new worlds, seek out new life and new civilizations, etc. to enhance his own reputation. Holand connects Knutson with the author of a book about Norse discoveries in the area written a few years earlier - he claims the author was Paul's "immediate predecessor as judge of Gulathing" and that both men lived in Bergen. Perhaps reading that book filled him with wanderlust. It should also be noted that Hauk's Book, a saga of the first explorations of Vinland was written in the early 14th century and may also have been know to Knutson

3) Perhaps they were looking for a way back to the Atlantic without hazarding the treacherous Hudson straits.

BTW the Nelson River is one of the largest rivers in northern Canada. It is relatively easy to navigate, and is the outflow for Lake Winnepeg. From there they would travel southward on the Red River of the North to reach northwest Minnesota. It is only there that we find the headwaters of the river, where travel becomes more difficult.

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