Valerie
I suppose you have seen the discussion on Rootsweb, some relatives of yours asking the same question. The hypothesis that Strömberg could come from living in Strömstad is very plausible. That is how names often were constructed, and I guess that Strömstad was an extremely small town compared to Glasgow or Edinburgh, so the story of how the name was invented has changed a bit over the years.
I will give you several reasons as to why the name was changed, it a very common thing to do during the 19th century:
Olaus Strömberg was a tailor, presumably that is why he changed his name, living in Strömstad. Craftsmen, when they got their jouneyman?s letter, did often take new names that were not the usual patronymics. His brother Gustaf Olivier is in apprenticeship with Olaus until 1879, it was only natural that he should take the Strömberg name as well, but he did that after 1879 when he left his apprenticeship and was registered as living in unknown place in the parish. He moved to Fredrikstad, Norway on the 21 sept 1880 and then he decided to take the name Strömberg as well, it is clear from the Strömstad household record AI:18 page 386.
The tailor in Skee was called Strömberg, maybe that is where the idea came from, I have not been able to see if Olaus started his traning with him.
The interesting thing is the house where Olaus and family first live in when they arrive from Norway in 1877. Its previous occupants are also called Strömberg. I have not been able to see if they were any relations,it is certainly not the father anyway. It was not uncommon to take a name that someone else had and that you liked. Soldiers often got the name of the previous occupant of his living quarter. Various names beginning with Ström were very common in Strömstad.
We will never know the real reason for the name change but I think the different ones here are all plausible.