Perhaps Sigurd, like Orestes, marks the beginning of a new order. Before Sigurd, the only absolute loyalties in the world of the Volsungs were family loyalties, loyalties of blood. Signy has no loyalty to her husband and encourages Sigmund to kill her sons. But Sigurd seems as loyal to his wife and his love for Brunhyld. Maybe.
Also, note the analogies between the Danish prince Hamlet and the Volsungs: Each Volsung hero begins his heroic life by avenging his father’s death. That is the initiation of a Volsung hero. Hamlet’s father demands that he do the same, and the action of Hamlet grows from the question of whether Hamlet will follow those instructions, whether, in short, he will act like a Volsung. At the end, he acts like nothing so much as an ancient Viking beserker.