EU won the peace prize, which is an entirely separate award from the science prize and handled by an entirely separate committee operating under entirely separate rules.
The statutes of the Nobel Foundation, ยง 4 reads (in part and translated): "If a work that is being rewarded has been produced by two or three persons, the prize shall be awarded to them jointly. In no case may a prize amount be divided between more than three persons."
Agreed, but it's in the statutes, so the board has to abide by them (or risk liability). It's also non-trivial to change the statutes of a foundation ("stiftelse") in Sweden.