I shouldn't be surprised that the valkyries were female - that was part of the original myth. But up until this chapter, it seemed like they were being written as male minions - supporting the Princess because it's their job and she's a good person, but being implicitly accepting of the Hero's antics and being the ones to explain and justify the new strains of Monster girls.
It's a fact that this chapter is the hardest Valkyrie has ever been on the Hero.