Well I just wrote a long comment on the historiography of the Sagas, i.e. the history of how historians have viewed them as historical source material. Scandinavians did not show much interest in the Icelandic sagas until the 1600s, when Renaissance Humanism had reached Scandinavia and the new empire-building kingdoms of Denmark and Sweden started taking a greater interest in their history. So you have the first studies/books on runes being produced by Denmark's Ole Worm and Sweden's Johan Bure. Runestones and other 'ancient monuments' were inventoried, and once it was realized Iceland had a wealth of medieval manuscripts of even older Scandinavian sources, there was a scramble between the nations to acquire them.

But your question seems focused on the religious aspect, not them as historical sources. Now, there simply isn't that much of an issue here. The Eddas, which deal specifically with stories about the gods, written down by Snorri Sturluson, and the sagas, were all written down centuries after Iceland had converted; that country was not 'mostly' but entirely Christian already by then. The stories do not really endorse paganism. Snorri's Edda on the contrary give a history explaining how the supposed gods had all really just been powerful men (an euhemerism) and drew parallels to the Roman gods. It is explained that although one tells these stories about the gods, it is for the purpose of a literary tradition, not because they are to be worshiped.

As it were, the sagas and Eddas really extremely little information about actual religious practices. How do you pray to the gods? Was praying to the gods even a thing? What do you actually do at a ví? The Bible tells you about pagan cult practices in greater detail than the Eddas do!

Nobody was pretending that paganism hadn't existed. By the time the sagas came into fashion the Renaissance had established itself and motifs from Greco-Roman legend and mythologies became common in art. (e.g. Hercules at the crossroads)

The 17th and 18th century also saw a rise in interest in esotericism. Alchemy, hermeticism and related topics like numerology, astrology and kabbalah. And in high places too; Queen Christina of Sweden (1626-1689) had an avid interest in it. The aforementioned Johan Bure left notebooks full of runes, his own secret alphabets, kabbalistic calculations of name-related numerology, equating of Thor, Odin and Freyr with the christian trinity, and other bits of occultism that's very of-its-time. So merely reading about pagan historic figures is pretty tame in terms of Christian heterodoxy in the Early Modern period.

Interest in esotericism began to wane by the early 18th century, giving way to Enlightenment. But interest in Greco-Roman classical motifs continued to grow. So by the end of the 18th century, wealthy Scandinavians were building follies of Greek Temples - not Norse ones - just as was being done in England, France and Italy. Scandinavians even viewed their own history through a lens of the classical world at that time. Hence vikings and viking journeys were almost unknown by the late 18th century in Scandinavia. Instead, pride was found in rather dubious claims to being the home of the Vandals (from Vendsyssel, in Denmark) and Goths (the Götar and/or Gotlanders, of Sweden).

Although patriotic historians like Bure and Worm had long been trying to elevate their local culture to that of continental ones (Bure even advocating a return to the runic alphabet instead of the Latin one), it was not until the beginning of the 19th century that romanticism and nationalism lead to Scandinavian deities being elevated in the art and public minds in their home countries to the status the Greco-Roman ones had enjoyed; a status that already Snorri had been trying to give them 700 years earlier.

The 19th century ascendance of the British Empire and culture also played a significant part in making the vikings and Viking Age the latest aspect of the history to find pride in. Scandinavians saw themselves through the lens of the English, and the English had gotten interested in the vikings as they felt they were a reflection of their own older Anglo-Saxon heritage. Which they wanted to emphasize since the Roman thing had gone out of fashion. (and they certainly weren't going to go with the Norman or Celtic aspects)