Indeed it does. I have this CD:
I haven't listened to it in a while, but I recall liking it when I did listen to it. Pianistically, it is extremely difficult, but that doesn't necessarily make it pleasant to listen to!
Here are Norgard's thoughts on it:
My Second Piano Sonata was composed in 1957 at the request of John Winther, a highly talented Danish pianist - who, most regrettably, became so depressed at the difficulties of the work that he gave up the piano for thirteen years. It fell to the late Ole Willumsen to give the first performance of the 15 minutes long first movement (under the title of "Fantasia") - an achievement repeated in the late sixties by the Norwegian Kjell Bækkelund. But it was not until Elisabeth Klein made an all-out attempt on the work that it was finally performed in full in 1969.
It may be asked why this work is so difficult as to need a lapse of thirteen years befor being performed in its entirety. The fact is that I had a feeling of its unique character even while I was still composing it; I also had a premonition that it would encounter "many obstacles" before being heard - and understood. That last word is important: I think it requires a considerable lack of prejudice to grasp the special style of this sonata. This is due to its chronological position between the "Nordic" works and the "modern" architectonics of the later works, already partly expressed in the "Constellations" for strings from 1958.
I therefore look upon the sonata as a sort Indian summer (of the North) in which modal Sibelian and Nielsenian features are whipped up into a whirl of dramatic crescendos and violent climaxes. This "conservative" facet of the work is evident; more concentration on the part of the listener is needed to appreciate its forward-pointing features. Where are they to be sought? In the overall form of the work, which is a process of constant climbing to higher emotional levels: a climax is just a station on a longer road to a higher climax, which in turn is just a station, etc.
That is why the sonata is so exuberantly flourishing and virtuoso. Its basic language is simple, but the need to climb "higher, even higher" must logically lead to exasperating difficulties. It might well be called "a sonata to end all sonatas" (in any case, I haven't written a third one).
The three movements are divided only by an interval between the first and the second movement, the second and third movements being linked together. If a cue-word description is necessary, one might call the first movement a Fantasia of almost symphonic elaboration, the second a Scherzo of an elusive, hastening character, and the third a Hymn soaring to increasingly triumphant heights.
If you listen to a recording of the work it should be at full volume - if the neighbours will let you!