Well so far as i can see it comes down to three real possible reasons
1. It's genetic and the theory's that the kholins are realeated to the heralds would make some sense. As far as evidence for this We know that the stormfather has contacted two of them to save the world, because if i was an all powerful deity thats who id go for. but on the other hand i remember something about i poor beggar having the same visions in one of the notes for taravageyn (or however you spell that)
2. It about the type of people that would attract spren, we know that all the Kholins are pretty damnation honorable people (our fallen god) so it may just be that because of the family culture they just happen to be what spren look for, our that the spren are seeking out powerful people (lift's spren even says that they should have chosen someone more important and we know people think of the Kholins as some of the most powerfull people in the world) but adolin doesn't have a spren so that would argue against that theory
Lastly its just just convient to be written that way, but i dont think sanderson is that lazy of an author i think it will be explained later on.
What do you think?