I simply think it's in Nalans nature to be emotionless, IMO he received his 'job' as herald for that particular trait to uphold the law, no matter what, even tough you forgot to file the proper paperwork to kill an annoying child.
If Szeth got emotionless in only 6years! then the original KRs, who presumably lived through between desolations, must surely have gotten corrupted aswell, even taking in to account that he drains a little more Stormlight with that Honorblade than a KR would with a bonded Shardblade.
Also, in the prologue the other when Jasnah overhear two heralds talking, they surly seem to express emotion that that monster has your masters blade.