I didn't catch this on my first watch, but the reason Sigrid didn't go to Hel is because she killed a god (Balder) with the cursed spear. And she died in the field of battle.
The spear took Balder in exchange for her. Balder did not go to Valhalla. In the myths, he goes to Hel and comes back after Ragnarok.
I know I joked Sigrid only went to Valhalla because a Valkyrie was very gay for her. There was a Valkyrie with A LOT of interest in her early in the movie. LOL.





















