/u/Steelcan909 and I answered several times to similar questions to OP:

• Why did Norsemen ADOPT Christianity instead of disseminating Norse religion into raided/ colonized territories?
• Did Christians ever convert to the Viking (Odin, Thor, Loki, etc.) religion?
• As for the religious circumstances in the conquered Danelaw region, I also wrote in Do we know how the Anglo-Saxon peasantry felt about the Norse conquests of Britain and subsequent life in the Danelaw?

In short, both of us seem to argue in common that the concept of the 'religion' itself between the beliefs of the Norse people and Early Medieval Christianity was so different that they were even not mutually exclusive. Thus, new Dane settlers, at most thousands against 100,000 or more local English people, seemed not to have any strong incentive to impose their 'religion' upon the vanquished.