There were 2 sets of "armor" for the Valkyries. One set was comprised of forearm guards, calf guards, and back mounted jet boosters. This set held a lot of missiles, extra fuel, allowed for further distance travel, and allowed for full transformation. The other set was comprised of full forearm armor, full lower leg armor, full upper torso armor, and back mounted jet boosters. This set held a lot of missiles and prevented transformation.
No matter where you go, there you are.