Some of them wear their tiaras sometimes below the head, though!
Regarding Beth's question, the Norwegian pearl and diamond tiara has a padded base of velvet, as we can see on these pictures:
The amethyst and diamond necklace/tiara also has a padded base:
There is also a padded base on Mette-Marit's small daisy tiara:
But on this picture, it seems the velvet covering was removed:
Because of Queen Sonja's puffing hairdo, it is often very difficult to see if her tiaras have a velvet-covered base, or are worn directly on the head. But the picture of the tiara published in Geoffrey Munn's book Tiaras, A History of Splendour shows a covering of black velvet at the base of the tiara: