>In large part this was because paper was incredibly expensive back then

The largest contributor to having garbage as historical sources for western European cultures was the millennium-long program of genocide and cultural destruction perpetrated by Christians against anything or anyone non-Christian they could get their hands on.

It's no coincidence the few primary sources for pre-Christian religion we have from Europe comes from Iceland... it was the furthest away. Surviving works of European mythology like Beowulf and Snorri's eddas are filled with Christian references because that's the only way they survived.

Much much more existed 1600 years ago and would have survived if the empire had not converted.