Having your own flagship stores is a bit of a double-edged sword...

Take Apple, outside of the US, it hands over franchises of its store and charges based on that...

For Nokia to set up their own stores you must consider their bureaucracy; they'll set up a Retail division, hire a retail chief, retail middle-managers and then open a store...The costs would be much higher than Apple...In Apple, Tim Cook and Steve Jobs would take a direct interest in how the stores are doing but for Nokia its just another one of many divisions...

Not forgetting the comparative price advantage Apple has of selling at high prices...In short, Apple's costs vs selling prices for their stores are probably the lowest in the whole industry...For Nokia to achieve even 80% of apple's ratio would be quite impossible...