She laughs at the idea that they are virgins, but she isn't saying that they aren't his daughters.
No, she laughs at the whole statement. She does not specify "virgin," she tells Harry that the thing she repeated and highlighted -- "virgin daughters" -- is not true.
There's also the statement that she's a scion of Beowulf himself, not Odin, in the same story -- Harry calls her a "Scion of the Geat" and she all but confirms it.
That's what leads into the bit I quoted. Harry saying, "So you're a daughter of Beowulf? But I thought valkyries were Odin's virgin daughters." and Sigrun laughing at "virgin daughters" and telling Harry the idea that she's Odin's "virgin daughter" is not true.
Or how about in Aftermath, where Gard tries to recruit Murphy as a "security consultant" -- which is to say the exact same position Gard herself has?