I'm not that far in the manga (yet), but I wonder if it's covered at a later chapter that Valkyries' role (based on the poems and few texts available about them) was to make worthy warriors into immortals that could kill gods under the authority of Odin so that said Odin can rule over all. Valkyries were originally virgin women (a.k.a. teenagers for most part) that were raped by Odin and instead of bestowing them with a child, in exchange for their fertility, bestowed them with the power to raise the dead as long as the will in the dead was strong enough to materialize after the death (which was mostly why only worthy warriors were selected) in Valhalla. (It's kinda like if instead of giving life to the living, they were now giving life to the deads.)
Until Ragnarok, it is said that Odin slept with the Valkyries each days and night. This is a typical behavior of male gods with any form of harem in that religion.