Unlike that cut sequence of a woman leaving Valkyrie's bedroom, that fallen lover moment is only something that you would pick up on if someone would explicitly tell you about it. It has no bearing on the film. In fact, the two Valkyries don't even share a line of dialogue during this moment. However, if the idea does eventually catch on, then it's entirely possible that we could one day see confirmation of it as canon in the MCU -- perhaps during that all-female Marvel movie that Thompson recently pitched.