You know what would be hilariously awesome?
If Sylvanas sneaks into halls of valor while we are off fightning Helya and slips poison into their beer kegs effectively killing all valarajar and Odyn - like a really mean fungy trippin' poison given by Helya, and thus the story ends with both of them dead and we get extra loot
Because Blizzared dropped the ball in terms of quality of storytelling immediately after W3. And given the quality, or more accurately lack of it of WoW, SC2 and D3 it looks like either W3 was a lucky accident or they simply outsourced the writing of its script to someone actually competent. Given how hard the hacks responsible for the story suck at their job it shouldn't be a surprise to anyone that they can't manage to reach anything above black and white mentality. Legion is in the spotlight as the bad guy and Illidan is against the Legion? Gotta make Illidan the most pristine hero of all, chosen by the very universe at its own beginning. Odyn isn't our enemy? Gotta make Helya just that even though she doesn't give a shit about us and despite Chronicles establishing both of them as deserving the other.
There is a text in the research in the warrior class hall that says he forced her into it. But yea, I agree, probably our characters, especially all non-warriors, are far less likely to question Odyn's wish for Helya's death than we players, who have the Chronicles.
And as for maybe he learned his lesson already @ M-Ra, I'm not sure. Maybe he did, but we don't know yet. From the way the Chronicles describe it, what he did was out of sheer arrogance. He threw a fit and enslaved someone. Even if he found out other ways to create his Val'kyr or maybe someone even volunteered, we don't know if he still thinks he was right in the first place and for the right reasons. That is what I hope we will find out at some point
Some could say we are actually porn stars in a way. We are in a 10 or more man and woman s&m gangbang with the queen of hell. After the fun we get paid a nice bit of gold and possibly some nice gear to show off our looks. As for hellya, she is pretty much screwed and before long there will be another group arriving to repeat the process. The funny thing is there are actually pieces of gear out there which make you look just like a stripper. How fitting is that.
Best reason is, she has loot.
Second best reason, she was a really uncooperative bitch during questing.
Why are we fighting Helya?
Cause she starts attacking the land of the living
Odyn see this as an opportunity to get rid of Helya, and more importantly the curse that she have put upon him.
Odyn is using the mortals to do this, is this bad? no, in the end... Helya became our enemy as soon as she started attacking the land of the living and, if we end up helping Odyn, that means that we got a bigger army to help us fight the real threat... the Burning Legion.
Does this bring other conflicts?
Yes, we know that Sylvanas made a deal with Helya, maybe she would be forced to help Helya somehow or just end up betraying her... and paying the price, but right now... we don't really know.
In the end, ask yourselves this... if Sylvanas ends up doing as she said and go after Eyr to the Halls of Valor, she wouldn't want to have the armies of Valhalar free, cause... as soon as the Legion thread is done for, they will point their sword against the forsaken (and now because of the position of Sylvanas, the whole horde)