I do not believe that Breivik himself has anything to teach us. I believe that his life is a coincidence of unfortunate circumstances, and what he did was such an anomaly that it makes no sense even to guard ourselves against it.
Knausgaard attributes Breivik's crime to no one thing, but to a congeries of things that went unchecked: his violent narcissism, his need to be seen in a culture that generally shuns arrogant celebrity, his lack of a support system. But in the end, he blames Breivik alone for making the choice to kill. It's too easy to blame anything and anyone but the guy who pulled the trigger.
My main takeaway, though, as per the highlighted passage, is how sensationalized responses to individual acts of atrocity only take us further from the truth about atrocity. The adage "Hard cases make bad law" means that you don't form public policy by looking at extremes; you look at the norm. If someone shoots up a school, you don't put barbed wires around schools — not because we don't care about human life, but because that's entirely the wrong way to go about caring about it. Better instead to learn more about people who believe shooting up schools is something they have to do, and to figure out how to undo that.
Most of the effective policy that would provide degrees of protection (not absolute protection; no such thing exists) against those things do not strike me as terribly complicated. If someone has been convicted of a violent felony or has a record of serious mental health problems, it doesn't make much sense to let them have a weapon of localized mass destruction.
But the bigger question still goes unanswered: by what means can lonely, angry people get the support they need to not degenerate to the point where they decide that the only way to assert themselves in the face of the world is to murder a bunch of other people? That's not something we can see a simple, mechanistic answer for, and so it's small wonder we gloss completely over it. Building the good society is not a technical exercise.