it's one of the best approaches to the game. Not only can your cast be diverse(as it should be, I have 7), but you have the opportunity to rehearse and try things on infinite copies of the same realm, and infinite(nearly) realms to play on. And each of those realms has a hundred exceptional 'great spots', likely of varying uniqueness. Where you can plan, attempt, reconsider, and reassess the (a)situation to approach in an infinite variety of ways.
Another way, what good to Odin is one toon with a bunch of skills and some nice armor, where 100 of them would be much more effective at imposing(Odin's will) with force and resources to any version of the realm at any place or time? And to be able to deploy and assert with capability and lethal efficiently to any task the All-Father desires.
Or one guy, who can get one-shotted, and take with him all the amassed knowledge and skill in one fell swoop?
You were picked for a task, plucked from the river of souls flowing towards the Elysium Fields by Odin himself. Asked to undertake a brave and arduous task. To (re)secure a realm run-amok(prison riot) by demi-gods who seek to flee captivity and cause chaos.
Would you want to return with what you have in your hands and carry on your back(or a cart)?
Or do you want to march in at the head of a well-versed, well-provisioned, highly capable, large group of highly motivated and regulated individuals like a Platoon, Battalion, a Brigade?
Jus sayin'! GL out there!