if I don't kill these Valkyries? Cause, I already left a lot of them behind.

There is no problem in not killing them. They do not exactly fall in the main story and can be skipped but in Ragnarok, you would wish you had killed some Valkyrie in this game.

! [Hidden Spoiler Text] In Ragnarok, the game makes you fight a Valkyrie as a part of the main story.