I'm not any sort of actual historian but I believe it's because of the awesome fear that the Vikings held over the regions which they raided. In the case of the berserkganr it was said they were shape shifters immune to flame and steel. Now that's obviously not true but it was believed. The Vikings hit and run tactics made them feared almost supernaturally. The reason they are associated with axes more than anybody else is because they made it theirs.