User blog comment:B214/Light Novel Volume 16 spoilers/@comment-9339850-20131019082251/@comment-1359322-20131019180713

Well right now Vali's goal is to kill his grandfather, so why not. He may even get the Norse's help in getting new weapons, remember since Sacred Gear won't work on Rizevim, Vali needs another mean to fight Rizevim, maybe him being Odin's adoptive son, is to allow himself to get a new weapon to fight Rizevim.