User blog comment:FrankieX98/The future members of the Issei's harem and peerage./@comment-2208155-20180910082121/@comment-31137559-20180911010204

One is that no female in Ex was stated to be a local wife.

And if Roygun lives in the Underworld that wouldn't make her a local wive.

And three, Helmwige had no business even being in Ex(along with Robertina, Kurobara, and Shirayuki). So best not to take her name seriously as there was really no point of her being in Ex. And he just decided to give her a random Valkyrie name and not even a good one at that.