Setting fire to the barn was Wade's send off for an unbending Viking chieftain and maybe he hoped fire would somehow erase his father's dreadful legacy. Did Wade -once a fugitive- ever wonder if his father might have been simularly doomed by parental abuse and hence helpless to not pass on the abuse. Rolfe must go on and deal with survivor's guilt. He may have ended up the most afflicted.
I doubt that Wade had anything as romantic and poetic as Valhalla in mind when he burned the barn and his father's body. He was just acting on panic mode autopilot, in a combination of fear, confusion, and rage. Whether he really thought that he was concealing evidence or just wanted to erase every trace of his father's existence (or both), who knows. Viking mythology had nothing to do with it.
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One thing that bothers me is having Jack being killed. Wade probably bushwhacked him and Jack never saw it coming.
Rolfe's voice over at the ending was compelling and insightful. There are probably plenty of siblings still "living on" after a sibling or parent commits murder. Maybe Rolfe's affliction ended up worse because of survivor's guilt. The ending offered no hope for a contented life for Rolfe just elegiac rumination.