Cimorene

That makes sense! I've heard he felt that way before, but I'd never seen this quote.

It's odd, though, because I don't think this was Morris's view at all! Most of his "medieval romance" quest novels do have Christianity right where you'd expect it to be. These two are the last novels of his I've read (because of all the rhyming verse in HOTW) and I was surprised. The Glittering Plain is the only other one to portray a pagan society (out of nine) - its society seems to be inspired by seafaring Scandinavians of the early medieval period (ancestors of the Vikings perhaps, though they seem significantly less devoted to pillage and plunder), while all the others seem to be early medieval societies inspired by Anglo Saxon Britain or post-Roman Christian western Europe (all with invented geography though; nothing is set in a close analogue to our history). Leaving the Christianity out is certainly a deliberate choice here then, not a matter of universal principle.

I have now read all the bits of Jordanes associated with this period and can confidently say Morris took nothing else from it. I bookmarked the sagas - Hlöðskvida is apparently preserved only in fragments within Hervarar saga ok Heiðreks, so there are really only two. The other one, Gutasaga, is actually about the early history of Gotland; apparently it covers the migration period but only in the sense that it tells about the Goths who left and says they are still out there speaking a related language somewhere. So on the one hand, they are definitely fully pagan in there, but on the other, it's clearly these migrated continental Goths Morris is writing about. I'm reading Hervarar first. Going by Wikipedia, it seems it is all set in pre-Christian times (but was not written until the 13th century and is not regarded as historical).