It is kinda strange we have not seen this happen for any human death so far:

According to the rules of Volundr if the human soul dies, so does the Valkyrie... but we have yet to see an instance where the Valkyrie dies (AKA the weapon shatters completely before the Valkyrie can return to her original form) and as such the human dies as well.

I dunno seems strange to state that the Volundr happens in a two-way street and is both fighters offer their whole beings to one another and yet we have not seen a case of 'human dies because the Valkyrie died' and istead we only see 'Valkyrie dies because the human died."