|YOU'VE FORGOTTEN YOUR PURPOSE!|
Valhalla is the hall of Odin. It is a paradise where honorable warriors and those who die a heroic death go when they die. The warriors there are einherjars. The Lava Monster challenged Jack into an honorable duel so that he can pass on to this place and meet his comrades there. After Jack freed him from Aku's curse, a pair of Valkyries descend from the heavens and brought him to Valhalla.
Since Jack has destroyed Aku in the past, this caused the heroes that perished fighting Aku and the Warrior never pass on to this place since there will be no Aku to fight for in the new timeline. However, they may still pass on to Valhalla under different circumstances.