My kids love the Percy Jackson books, and have recently got started on the Egyptian book. As a descendant of Vikimgs, however, I would like to know why there are no books about the Norse gods and heroes. They are an interesting bunch...honest!
From my (very) limited knowledge of the subject, the Norse myths originated in Roman occupied areas. The earliest stories were Roman myths with the names changed (the same way the Romans "borrowed" from the Greeks). The Norse myths later evolved without Roman influence, but the Norse God's similarities to the Greek/Roman Gods remain strong. Perhaps in the shared universe of the Heroes of Olympus and the Kane chronicles, the Norse Gods are yet one more aspect of the Greek Gods, the way the Roman Gods are in "The Lost Hero". Ex. Zeus/Jupiter = Odin, Apollo = Balder, Ares/Mars = Tyr, Hera/Juno = Frigga, etc. That's my theory anyway. However, if Rick Riordan considers the Norse Gods an entirely separate Pantheon from the Greek and Egyptian Gods, perhaps he could write a series about them as well. I would love it.
The norse gods and the greek gods are part of an "indo-/european" pantheon that every culture that comes from that language family shares to some extent. Some things are unique to each group (thor for instance, is very old, he carries a stone age weapon, a hammer). The seperation was so much earlier than that of the Romans and the Greeks that it would be hard to stretch the stories to make them part of the same series.