I got the impression Nightblood isn't a "Shardblade" like the Rosharian blades, but a "shard blade", as in it contains a shard of power (not in the sense of the Shards of Adolnasium either of course, but just a significant amount of investiture) that gives it special powers. It can't be summoned and dismissed like Shardblades, and it may not cut the soul in the same way (those cut with it basically vanish if I remember correctly from Warbreaker), but it shares some similarities. When Szeth and Nalan call it a shard blade, they're just using a familiar term that's as close as they can understand to what it is, even though it's not actually a Shardblade exactly. It should be a comparable weapon, however, in many ways; just very different in many other ways of course.
I also don't think Nightblood is something inherent to the way Endowment works, but rather the way Endowment's investiture works makes objects like him/it possible. That means other Shards wouldn't necessarily also have shard blades or something similar, though they would all potentially have objects or uses of power (maybe an Aon, for instance) that can affect a person or creature's connection to either the spiritual or cognitive worlds. That actually has terrifying potential, in fact…
jW