Probably because some of them converted to Islam as ibn Fadlan reported.
Ibn Fadlan observed the "viking" Rus in southern Russia. It would be more surprising if there was a significant community of Muslim converts in the Scandinavian homeland.
Fascinating stuff.
Edit: and another guy posted a link that makes a great argument that this was fake news in the first place
Vikings settled in Russia to get better access to the Islamic regions for trade.
EDIT: But these could also be the death robes of Slavic or Islamic personnel that were part of some Viking trade enterprises, as translators, regional experts etc. I mean they are not necessarily garments reflective of the pagan/Christian Viking culture of the day.