It may indeed seem weird based off what you read in popular accounts of Norse mythology, but it's actually a very good and valid question and a matter of a good deal of study and research. And the answer in short here is we don't know much. A fact which unfortunately does not get out much in the popular literature which tends to follow the well-worn path of the romanticized 19th century views from when the mythology first became widely studied and disseminated. (internationally at least; locally in Scandinavia renewed interest started in the 17th century)

Assumptions frequently made

To elaborate what I mean by this, the biases of the age lead to assumptions being made and promoted to the extent that they're often taken for granted without question in the average popular text on Norse mythology. To give a bullet-point list of some of them with partial explanations:

• The assumption that the Icelandic texts were representative of and a significant part of the religion and how it was practiced.

• That this also represented the rest of Scandinavia, who all had the same mythology and religious customs (rooted perhaps in the pan-Scandinavianism and pan-Germanism of the era).

• Although Christian influences on Snorris writings were acknowledged, there was an idea that if one could expunge the Christian elements one would be left with the 'true' original ur-Germanic religion. Or in other words that this was the only foreign influence.

• That this original religion besides being geographically homogenous was also pretty static over time; or at least over the Iron Age.

• That the Poetic Edda material was much older than it likely is. (the new discipline of Folklore Studes had a tendency at the time to assume every story and custom went back to time immemorial unless proven otherwise)

All those assumptions are mostly or entirely false. It's considred now that cult and ritual was much more important to the average person than the stories we're calling the mythology. The actual practice of the religion consisted of the former. People made sacrifices to show veneration, to ask for better crops and such.

What was Snorri writing about?

The Poetic Edda on the other hand are not scripture or liturgical texts but skaldic poetry composed for and performed at royal courts and other gatherings of the well-to-do as entertainment. Although they were rooted in the popular mythology, it was not their purpose to accurately depict it, nor the religion. 'Everybody knew' how the religion was practiced, nobody wrote about that any more than you have Christian songs explaining the procedure at the Lord's Supper. Snorri's Prose Edda on the other hand is either quotes of skaldic poetry, or explanations and interpolations of the mythology by Snorri - written not for the purpose of documenting the religion but the mythological stories for the purpose of preserving skaldic rather than religious tradition. The largest section of the Poetic Edda is Skáldskaparmál, effectively a guide to writing skaldic poetry. (Guðrun Nordal has even been argued it was used in schools)

Writing a how-to on pagan practices would've been more sensitive, although even that was done in medieval texts when for the purpose of condemning them. In the Norse cases there are for instance the accounts of Adam of Bremen and Ibn Fadlan giving, in negative language, some details of the cultic practices from a Christian and Muslim perspective. But in any case it was the mythology and poetry that interested Snorri, and although there are some Christian elements specific to his own words, as such as his version of the Baldr story, he was not aiming to try to pretend his ancestors hadn't been pagans. So had the ancestors of those sophisticated continental peoples that they were likely quite impressed by. (Notre Dame cathedral in Paris is impressive today - how much more was it - even in an unfinished state - to a 12th century Scandiavian? Snorri may have never seen it but his contemporary Bishop Þorlákr certainly had; as he'd studied at its cathedral school, which became the Sorbonne in 1253)

Those continentals at the time were writing about old Greek myths. The Romane de Troie poem based on the Trojan War story was written in north France in the 1160s. Snorre wrote the Eddas around 1220, not long after that, the Icelanders wrote their own Troy adaptation in Trójumanna saga, changing Paris's choice from Hera, Athena and Aphrodite to Siv, Gefjon and Frejya. But already in Snorri's Edda there's explict parallels being made between Norse and Greek gods in a Trojan context at the end of Gylfaginning. (Thor being equated with Hector and Loki with Ulysses) So besides Christianizing the texts there's another agenda here in Hellenizing them; trying to raise the status of their Norse pagan gods and heroes to that held by the Greco-Roman ones on the continent. In that context, many of the parallels between the religions become suspect. E.g. the three Norns vs the three Moirai - already as a myth-interested child I found that interesting -until learning the number of Norns being three is only stated once - in Gylfaginning.

Foreign influences

However, could one identify and remove Snorri's hybridization of the religions, that would still not result in some 'pure' Norse religion. Because such a thing simply never existed in the first place. The oldest roots of Old Norse religion, things like depositing weapons in bogs, making burial mounds, go back to the Bronze Age. (the Nordic Bronze Age ended 500 BC) This is followed by what's known as the pre-Roman Iron Age, which persists up until the first century BC. The reason Scandinavian Iron Age is divided into pre-Roman and Roman parts (up to ~400 AD) is not that Scandinavia was part of the Roman Empire or some such. It is defined by when Roman or Roman-inspired artifacts start turning up in Scandinavia. The cultural shift from Roman influence was large and lasting.

Much of this is likely to have come from Scandinavians and north Germans working as mercenaries for the Romans. It's fairly well known that Germanic peoples did so, and it's also around this time (first century AD) that the first recognizable mentions of Scandinavian peoples turn up in Roman sources (e.g Tacitus). We see the introduction of Roman-inspired farming implements for instance. In the Roman Iron Age the Runic alphabet is created, and it's because of these other Roman influences (and the visual similarity) it's believed it was inspired by (but not outright based upon) Old Italic script.

Late in the period (most of) the days of the week are borrowed from the Romans, by 'translating' the names of the Roman gods into equivalents - the days of Mars, Mercury, Jove and Venus becoming Tyr, Odin, Thor and Freyr/Freya. It becomes a fairly untenable position to think that the religion was an exception to cultural changes and influence here. For instance, we cannot know that this equivalency didn't strengthen or even outright create the concepts of these gods having specific designated purposes.

From archaeology we now know that in this period, sacrificial depositing of weapons in bogs reaches a peak (e.g. the thousands of weapons at Nydam Mose in Denmark) and declines sharply after that, even if occasional deposits occur until the end of the Viking Age. It seems that now, temple-building becomes a thing instead, even if outdoor vi sites remain the more common cult site. Religious archaeologist Anders Andrén connects this with indoor worship becoming common in Roman society through the influence of Mithraism. It's speculation but an informed one.

In the 9th century, the Viking Age begins - Scandinavians start travelling farther abroad more often andat the same time Christian missionaries start arriving. By the 10th century some well-travelled upper-class people have converted abroad and set about building private stone chapels in a continental style. In this period we see things like the wearing of Thors-hammer pendants begin, likely due to the influence of crucifixes. The nature of that influence isn't known - some think it'd be a counterreaction to Christianity. I'm not so sure though, as there are cases were both were found in the same grave, and there's even a find from Denmark of a single mold that allowed for casting both items!

It is also in the Viking Age (800-1050) that it's now believed the skaldic poetry was first written. As mentioned, in the 19th century they were given much older datings with Völuspá for instance being dated to the 6th century while it's now considered to have Christian influences and not be later than after Christian contacts, in other words the 9th. It's not believed Snorri would've introduced Christian elements here; the language is archaic and verses tend to get passed down verbatim more often that prose as it's difficult to change without ruining the meter. In an case; point is that if Snorri wove Christianity and Greek mythology into the Eddas, he was in a way continuing a tradition that went far, far back.