While most scholars, according to the readings I have done, agree that Frigg is one of the more ancient Nordic deities, she does not have many well-known myths that hearken back to just her (more on that later).
The most well-known myth involves the death of Baldur at the hands of Loki, though the “loaded gun” was held by Balder’s twin, Hod.
Frigg knows the future, as she is able to sit on Odin’s throne and has access to destinies. She is a volva, which is a seer, knower of all fates. She never tells anyone their fates as she knows destiny is in place for a reason and not even the Allmother can/should interfere. She had the ultimate understanding of the butterfly effect. Perhaps, hearing about Baldur’s dream and knowing his fate herself, what is would bring and why it was necessary for all, thereby putting the greater good above herself and her kin, she went to all in the world and took their oath that they would not harm her son. She left mistletoe because it was too young. She then “innocently” shared this fact about mistletoe with a disguised Loki. He crafted an arrow out of mistletoe and guided Hod to shoot and kill Baldur. Perhaps his original death would have been ultimately painful and led to great suffering while being shot in the heart with mistletoe was quick.
She knew it would lead to the same fate. She didn’t change the outcome, the end game, but she lessened the suffering of her beloved son to get to the same point.
Just because it has to happen doesn’t mean it has to be awful. (This is why epidurals are acceptable during childbirth).
When she goes to Helheim to attempt to bring him back, she does not use her status or her powerful Magicks. She sees him, she asks for him, and then she lets him go.