The biggest flaw in fiction when it comes to evil powers is how they wantonly flout the illusion they created once they feel they no longer need it. It's like optics matter right up until they're bored of it, no matter how disastrous the consequences are afterwards. The entire affair was only even evil from the planar perspective because he dropped the charade. Otherwise the system was "morally just" from the population's perspective.
Bolas had literally no reason to unleash the eternals on the Amonkhet population. It's actually ridiculously out of character for him. He thrives to be worshipped. Madara was a prized jewel for him to rule, why would he throw all of that away on Amonkhet? One might argue it was for the production of the God Eternals, but... Well that's just a stupid waste of resources for the sake of spectacle. Lure the gods away, murder them one by one in secret.
(It's also a reason I'm perpetually irritated at emperor Palpatine. Had the right optics and total control of the system and goes insane, turning public opinion against him. Doesn't make sense...)
From Emperor's Fist:
"I was old before this world was even born. I watched my brothers rule for a thousand years until little worms like you overcame them. But I am not my brothers. I am older than they are, greater. I have devoured stars and shattered worlds. I have sired whole races, populated entire planes, and then hunted them to extinction for my amusement."
At heart, Bolas is just a nasty kid. He commit genocide for fun the same way we burn ants.
I don't think it's that big of a deal. After all, Kaldheim is not Scandinavia, just as Theros isn't Greece. The big thing to consider here to me is why the mythological valkyries were all female. I'm no expert (although I am Scandinavian, so that might be worth something), but my understanding is that their gender was most likely due to the gender roles in viking society, which do not exist in Kaldheim. Basically, the valkyries were women because (generally) only men were warriors (this is of course overly simplified, and implies a different status dynamic than what actually existed, but I think it's close enough to the truth for the argument to be valid. Again, I'm not an expert). On Kaldheim, women can be warriors, so it seems fitting that valkyries can be male.
Actually shield maidens are known. Generally, socities living in harsh conditions tend to be egalitarian if for no other reason than because there's not enough hands on deck.
As to why they're female, probably a strictly religious thing. The sun is female in Norse mythology and women in the sagas are compared to the sun for being so fair and beautful. Maybe its the same idea, just a bunch of suns coming to get you.