He still just died, probably before her eyes, so grief would be a natural reaction. Or maybe she sensed it beforehand (like she did with Harry, before Marcone intervened many books ago) and felt overcome when it finally happened.
Personally, I believe Gard has lost a bit of her touch. And she doesn't really know everything either.
One would think Uriel would have something to say to Odin about taking someone who wielded one of the three swords as an Einherjar. Unless they both want Murphy to power up in preparation for what is coming down the line. Just saying.
I think this is exactly what it is about. First, never in the books we saw Murphy being more catholic than she was shown to be than in Battle Ground, that's your first clue. Second, she reached Harry thanks to the Knights, they helped her get to the battlefield, the knights are ALWAYS where they're supposed to be, where the white god wants them to be. Third, we know that Odin and Uriel are at the very least friendly (don't they have an annual meeting over coffee or something like that?). Four, we have word of Jim about people just waking up in Valhalla, being "lent" to Odin's preparing army. Five, it makes a hell of a lot of sense, that Murphy who was compared time and again through the series to an warrior angel, and who's accompany Harry to every battle he's won, to be protected for now, preserved for later on in the series when Harry needs her the most, that she shows up to accompany him in battle again, maybe pick him up from the field and save him, you know, like some versions of the myths about valkyries, or hey, guardian angels. Also, it's an excellent piece of leverage in Odin's favor. IMO, there is a plan in motion here...