The narrative sources were recorded by Christians (usually generations after everyone had converted) and many of them were re-worked to fit a Christian worldview, especially the ones that were believed to contain traces of secular history (e.g. the Prose Edda). So it’s not crazy to imagine that the underlying narratives might have been constructed after conversion as well. (I’m not arguing for that—linguistic evidence that the language of the Poetic Edda predates conversion is convincing—but if it weren’t for that, the case would be a lot more questionable.)