According to director Joe Russo, Valkyrie, Korg, Miek and the Sakaar refugees were taken on a rescue ship along with some other Asgardians before Thanos's attack on the Statesman.
The bigger question (or faux pas) is in Ragnarok, specifically the God of Thunder being defeated by electrical shocks from Grandmaster’s obedience discs.
Same reason why (In Avengers) all those scenes of Evans, Steve Rogers, walking and moping around New York city and looking up at the Stark tower were cut out, ...it would have slowed down the movie.
Valkyrie and some Asgardians escaping in rescue ships while Thor, Heimdall, Loki and some people stayed back to fight Thanos and company, would have slowed down the movie, distracting the audience away from the badguy and evil things happening.
The survivors were left to Endgame to show the last remnants of Asgard and move on, like everyone on Earth after that 5 years jump.