Norse paganism was not proselytising.
Expansion into Eastern Europe is nonsense, too. Of course, there was cross-fertilisation between neighbouring cultures and their belief systems.
But we must avoid treating them in categories that are completely derived from abrahamitic religions and do not suite the above-mentioned ones.
Sure Norse or Baltic paganism underwent changes. Why would it not? I´m pretty sure there had been changes in prehistoric times, too, only we don`t know about them. Treating this as "becoming more sophisticated" insofar and because they (maybe) incorporated Christian influences is actually quite racist.
And Baldur has very little of Jesus. Yes, he`s killed (but so are countless deities from various paganisms), yes, he`s expected to return (dito), yes, he is associated with justice (and so are various deities from Egypt over Greece to Iran who predate Christianity). But he`s just one among many, he`s completely a deity and NOT a human, and no ethics is associated with him.