Heh, I'm wondering where all the Valkyrja love is coming from. Is it just because you all like the duchy's name or did you read something about this region in the game wiki that makes you want to play there? Which kind of background story for a new family would only work in Valkyrja? In any case, even if the home of your family is in a certain region, I have experienced your character's estate to be much more important in your gaming experience than the family home, so the place where your estate will be would actually matter more than the place where you "spawn". But estates are not for eternity either. If you aquire your own lordship one day, you might end up in an entirely different region yet again. So don't put too much focus onto your starting region.
Choosing Valkyrja as the duchy to start in will actually be quite troublesome for you since it will force you to do a lot of traveling (several RL days) to first get to the place where your estate will be (there aren't any empty ones in Valkyrja and it's a small duchy) and then get to the place where the action will be. So I don't really see it as anything to be jealous about, but maybe I'm missing something.
Anyway, I hope you'll all have lots of fun with BattleMaster, wherever your characters might end up. 
For me it was the a desire to be coastal, and Valkyrja was the most appealing in that regard (a culture of fishermen, compared to Storm End's apparent propensity of farming, according to the wiki). The info for Valkyrja that i found on the wiki is also rather in-depth, something I enjoy in world-building.
The jealousy was more a joking tone referring to what appears to be either a bug or a unexplained spawning system:
- I selected Valkyrja in character creation, and my duchy is indeed listed as Valkyrja in the messages screen. The game spawned me in Nifel however, placed my family home there, and claims that my liege lord is of Nifel.
- Similarly, Urist McScoopbeard selected Storm's Keep in his character creation and was assigned there as his duchy, yet he was spawned in Valkyrja, his family home is in Valkyrja, and his liege lord is of Valkyrja.
Perhaps that's how it's supposed to work, but had I assumed it was a bug: why ask for the player's preference, give them that choice, and then spawn them several days' march away when they are a newcomer to the game?
It's not really an issue: I'm about halfway to Valkyrja,
and the fact that I'm traveling westwards from my family's home in Nifel, which is currently under threat of invasion from the East provides some good RP backstory opportunities.
You're not wrong about the travel time though!