I'm not sure they were ever thought not to be worth of study. The admittedly-semi-legendary Sæmundur Sigfússon also called (Sæmundur fróði - Sæmundur the Learned) (1056–1133) was believed to have worked with the old stories. Although it is now assumed that he probably was not the author/editor of the Poetic (or Elder) Edda, the link of this individual with the document underscores that someone was pulling together and recording these old poems linked to the beliefs and legends from before conversion. Indeed, there was likely more than one person. And then there was Snorri Sturluson (1178-1241), who apparently was the author of the Prose Edda. So here is evidence of early Icelandic interest in the old stories and beliefs, years - and generations - after conversion.

These and subsequent studies fell into what we would call antiquarianism - studying the old material as curiosities and without modern methodologies. If you are interested in the study of pagan beliefs - including Norse pre-conversion belief systems - then we can look to Jacob Grimm (1785-1863) as giving the world the first methodological cornerstone, Deutsche Mythologie (1835). That began the modern study of these belief systems.