Actually, the whole Virgin thing does not appear in any of the classic sources, and was mostly a product of latter adaption into the romantic periods where any female character was supposed to be a virgin, and from the change in the usage of the term "maiden". The classic legends had the Valkyries as Norns and royalty and shieldmaidens and such, but their virginity was no more or less integral to the role than any princess in a male dominated society; most of the legends actually featured them falling in love with various heroes, often counter to the planned marriages of their fathers or Odin.
And thats just the classic legends. We have a rather blatant in text citation of how the Virgin aspect is not part of the DV Valkyrie. If you choose to disbelieve the text without any particular reasoning/evidence behind, thats up to you...