Valkyrie: Would you care to journey with us?
Mystina: Ah ha ha ha ha. Me? With you?
Valkyrie: Yes. Also, if you should join us, it may be possible for you to research Bifrost and Yggdrasil.
Mystina: Hmph. Fine. I'll come with you. I mean, it's not as if I really have any other choice, do I?
Mystina: And you don't have to tempt me with stupid promises, either. Besides, it might be fun to haunt that little freak...
- from Valkyrie Profile: Lenneth
Being an einherjar was never really one of Mystina's goals, but when Lenneth offers her a place among them, she accepts. Granted, it's that or death, but I'm not sure Mystina would necessarily turn away if she did have a choice. Even though becoming an einherjar would mean she'd have to give up on her goal of reaching Bifrost, to be a warrior of the gods is quite the position to hold.
Although Mystina laughs off the idea of joining Lenneth at first, in time her loyalty to the valkyrie grows. It's when Hrist awakens that this loyalty is truly put to the test. As an einherjar, her duty is to the valkyrie, regardless of who currently holds the position, but Mystina refuses outright to serve Hrist.
Hrist: That's right. I am one of the 3 Goddesses of Destiny. My sisters and I controls the transmigration of souls. It was my sister, Lenneth, who Odin chose to handle this realm... But now he has judged her to be unfit for the task.
Mystina: No... This can't be...
Arngrim: I can't accept that.
Hrist: And, what do you intend to do?
Arngrim: I refuse to obey you!
Mystina: Me too! If you had been the one to ask, I would never have joined you! Obey you?! You've GOT to be kidding!!
- from Valkyrie Profile: Lenneth
Given how Mystina didn't seem that eager to join Lenneth in the first place, it seems odd that if it were Hrist she wouldn't have joined her. In fact, going only by the game quotes, Mystina's loyalty to Lenneth and drive to save her seems somewhat out of place — there's not much we get from their brief interaction. The answer to this, like so much of Mystina's character, lies in the Material Collection.
Her devotion to Lenneth
Blessed and surrounded by friends and lovers, Mystina doesn't actually think reality is boring. She knew her heresy was unacceptable in Flenceburg. More than that, she realized her own solitary existence would be painful. Day after day she endured appearing as if odd in contrast with her surroundings. Even though she craved affection, her attitude toward others was sharp because she didn't care about them. However, upon analyzing Mystina's personality, Lenneth accepted her for who she was. Perhaps because of this, Lenneth is the only one she puts her faith in. Even during the disaster involving the valkyrie's body, she made it clear that her loyalty was for Lenneth, not Hrist — because she likes Lenneth.
- from the Valkyrie Profile Material Collection
For Mystina to actually like someone means a lot. Mystina is primarily concerned with herself and doesn't care enough about anyone else to show herself to them, but Lenneth is the single exception. She cares enough to even work together with her nemesis, Lezard, to save her. She even reaches to Lenneth to comfort her when they restore her to her body. Though her expression is still aloof, it's a lot more than she would do for anyone else.
So it makes sense that Mystina would resent Hrist for taking over the valkyrie's vessel. Hrist isn't the valkyrie who chose her (aside from her being in Dipan, which confuses me so completely I'll dismiss it for now). Hrist isn't the one who she's put her trust into, and thus isn't worth serving.
On the other side of things, Lenneth does seem to care about her einherjar. Though we never see her interact with them outside of their recruiting scenes, the ones she cries out for when Hrist is about to awake are Mystina and Arngrim. Granted, they're the only two characters guaranteed to be available given they wouldn't have been sent to Valhalla and are necessary for the ending, but the fact that she, a goddess, cries out for her warriors means she trusts them enough to come to her aid. Hrist, on the other hand, sees them as nothing but soldiers to fight for her cause.