You kind of answered your own question here. After the fall of the Roman Empire, many former Roman territories gave rise to regional kings and chieftains who had encountered and converted to Christianity. The Christian "spread" took place after the height of Norse raids and the pagan conversions came during/after Norman conquests of northern Europe. Norse raiders who stayed and settled in places like the modern day UK and France often married local women and adopted the Christian faith.

A different explanation that may help is that "Nordic" beliefs are pagan and polytheistic. Christianity is monotheistic. One reason the Roman Empire adopted the worship of Christ in the first place is because it was much easier to worship one god and to have one consistent "set" of beliefs and rituals in order to do so. Paganism is almost always polytheistic and requires a much wider knowledge of many different deities, the myths attached to them, and the rituals and practices that entail their worship. It is much easier - pragmatically speaking - to worship one deity rather than several.

As the Roman Empire became the foundation of Catholicism, the "tasks" or "characteristics" of many deities were granted over time by newly sainted figures. Therefore, the god of the hunt became the patron saint of hunting and so on and so forth. As Christ became the central figure - the "savior" of humanity - those saints became much less important than the previous gods had been.

To sum up, it's easier to worship either just Allah or just God as opposed to worshiping many gods such as Odin, Freya, Loki, Baldur, etc, etc.