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Thompson even summoned the courage to pitch Waititi on making Valkyrie bisexual, based on her comic book relationship with anthropologist Annabelle Riggs. “There’s this great illustration of them in a kiss,” swoons Thompson, and while Valkyrie has yet to meet Annabelle in her Hollywood timeline – and who knows if she’ll get to – she convinced Waititi to shoot a glimpse of a woman walking out of Valkyrie’s bedroom. He kept it in the film as long as he could; eventually the bit had to be cut because it distracted from the scene’s vital exposition.
Source: How Tessa Thompson Went From Indie Actor to ‘Thor: Ragnarok’ Badass – Rolling Stone
Sounds like maybe just Taika Waititi decided to film it but someone higher up in MCU production decided "no"?