The Euclidean norm on an n-dimensional space, as defined here, is not the only norm used for quantum states.
A quantum state doesn't have to be defined on an n-dimensional Hilbert space, for example the quantum states for a 1D harmonic oscillator are functions ψi(x) whose ortho-normality is defined by:
∫ψi(x)ψ∗j(x)dx.
If i=j we get:
∫|ψ(x)|2dx=∫P(x)dx=1,
because the total probability must be 1.
If i≠j, we get 0, meaning that the functions are orthogonal.
The Euclidean norm, as defined in the link I gave, is more for quantum states on discrete variables where n is some countable number. In the above case, n (これは可能な値の数です バツ can be) is uncountable, so the norm doesn't fit into the definition given for a Euclidean norm on an n-dimensional pace.
We could also apply a square root operator to the above norm, and still we'd have the required property that ∫P(x)dx=1, and the Euclidean norm can then be thought of as a special case of this norm though, for the case where x can only be chosen from some countable number of values. The reason why we use the above norm in quantum mechanics is because it guarantees that the probability function P(x) integrates to 1, which is a mathematical law based on the definition of probability. If you had some other norm which can guarantee that all laws of probability theory are satisfied, you would be able to use that norm too.