At the end of the 19th century Nordic mythology became more and more fashionable. For one part this was because the European nations were looking for their own cultural roots. But a much bigger influence had the operas of Richard Wagner. Nordic heroes, gods and Valkyries seemed more interesting than the Greek Olympians.

The Valkyrie's Vigil (1906) by the British painter Arthur Hughes (1831–1915).

Frigg Spinning (1909) by the British painter John Charles Dollman (1851-1934).
Despite both artists pretended to paint Nordic goddesses they continue depicting girls in the typical classical costumes. A winged helmet alone doesn’t make a Valkyrie. Moreover you should know that in their origin Valkyries were a kind of bloodthirsty demons. These painters wanted to be wild, but not too much.