As others have said the game isn't finished yet, so we don't know what the developers have in mind for the end.

One way I think of it which meshes quite well I think with OP is maybe we were a good warrior, but perhaps not quite great enough for automatic admission to Valhalla, so since there's some dirty work needs doing that's our task now, and Valhalla awaits should we succeed.
Alternatively we were one of the the greatest warriors ever to live hence were chosen for this mighty task, and it should be considered an honour to venture forth into battle even after death, this time in service of the gods.
Either way works for me personally as canon tbh, even though I don't really think about that aspect too much and just enjoy the fun norse themed open world game with a good building system to run around twhacking monsters and building outposts in