In Valhalla Rising (2009), Mads' character One Eye goes the entire film without saying a single word. At a certain point, a young boy starts speaking on his behalf, but One Eye doesn't really affirm or dispute any of the boy's statements, so there's really no communication in this regard either.
The in-universe answer, is because he is a mute!
Somewhere in the Scottish Highlands, a mysterious mute thrall with one eye is held captive by a Norwegian chieftain from Sutherland and forced to fight to the death against others. During his imprisonment, the man is brought his meals by a young boy, who seems to sympathise with him. One day, the man manages to break free, killing the chieftain and his entourage and impaling the chieftain's head on a pike. As he sets out across the land on foot, the man soon realizes that the boy is following him..https://en.wikipedia.org/wiki/Valhalla_Rising_(film)
The idea of One-Eye being a mute came to Nicolas Winding Refn in a dream where One-Eye could not talk. Once he woke up he phoned Roy Jacobsen and told him about the idea. https://www.imdb.com/title/tt0862467/trivia
There are also a few possible "out of universe" reasons one might assume also.
Using "silence" is a technique that can add suspense and tension to the film through a character and perhaps heightens his physicality or brutality of the character's actions, which makes sense given this character is seemingly supernatural, as One Eye and his journey is an allegory of the Norse god Odin. (Another example in film is the recently released horror film A Quiet Place).
His voice may not have been suitable for the role. It's possible to have a particular actor in mind, but it could be up to the Director's or Executive Producer's discretion what it is specifically they want from a particular actor. In some cases it could be "a look", in others "a voice", and in others a certain disposition. So it's possible Mads Mikkelson had "the look" they wanted and having him speak may have broken with their vision of the film.
Production budget. Might be able to get an actor cheaper, if they do not speak.
As stated above, the idea came from a dream.