In short answer, they did perhaps (I personally suppose 'probably') not believe their afterlife in Valhalla since their belief is just not 'Norse mythology' exactly as a popular interpretation of what the 13th century Christian Icelander wrote in the parchment. Almost entire textual evidence of 'Norse Mythology', compiled the most notably by Snorri Sturluson in the 13th century is, so to speak, a tip of iceberg of whole the original beliefs of the Norse people in their pre-Christian times, and far from the orthodox canon like the Bible.

I wonder whether the notion that one's afterlife should be determined by how they live or die itself can be interpreted either as an effort for 'rationalizing' originally so different traditions on their after life in order or as a kind of Christian Influence that the deed of humankind decided their destination after one's death. (No one know the exact condition how it was determined in pre-Christian Norse belief, strictly based on the contemporary extant evidence.)

I illustrated this point further with the excerpts of relevant sources in the following thread: https://www.reddit.com/r/AskHistorians/comments/ah68y7/getting_into_valhalla_representations_of_dane/