Fun Fact: They did.
Just not into battle.
I've only ever heard of two horned helmets being found, both at a burial site in Denmark. As I understood, they portrayed themselves in art as having horns to intimidate the enemy, same thing for double-bladed battle axes.
Regardless, I feel the game goes to far out of it's way to say "Look, we're stereotypical vikings!" when it should be saying "Look, we're Nords!". Not that the two don't bare many similarities, but I feel like Beth should have done something to really set them apart. Like Snow Whales. Really, its an aesthetic issue. I'm not interested in exploring Skyrim because, aside from Blackreach, I just keep thinking "I've seen this all before" because everything feels distinctly Scandinavian. One simple fix for this would be the adding of larger and more abnormal creatures, at the most in the vanilla game real world animals just have a few extra tusks. I mean, it is a step up from Oblivion, but still. The Nords are supposed to be Scandinavian
influenced, not Scandinavian.