The most obvious reasons for the Shards and the Shardholders to me seems like maybe either Adonalsium was killed or shattered by whatever force opposed him, or Adonalsium was never sentient and the Shards are just pieces of it given conscious intent.
Anyways, the initial Shardholders knew about the the force that opposed Adonalsium, and that is most likely reason they took up the Shards in the first place. Regardless of whether Adonalsium was a sentient being killed by the Force, or some sort of unconscious energy that the Yolenians decided to utilize as a tool for this cause.
I'd also not put it out of the realm of possibility that maybe the Yolenians somehow shattered Adonalsium themselves in order to utilize its power, essentially breaking it into more manageable pieces so that the Shardholders could use its power.
The way things currently are likely don't have much if anything to do with the Opposing Force, at least not directly. My running theory is that it's basically just a result of the Shardholders succumbing to their natures and eventually going off to do their own thing. Being a nigh-omnipotent godlike being (even one of the "nicer" ones like Honor or Preservation) would probably be unbearable if you were constantly in the presence of a bunch other beings of equal power, it'd really *cramp* your style so to speak. Which is probably what caused them to end up going off to do their own thing (seeding human life, destroying human life, going around shattering the other shards etc.).
In this case I'd assume that the Yolenians didn't realize that the Shardholders would eventually lose themselves to the Shards, knew about it but thought they could resist it, or knew about it and assumed it was worth the risk (most likely, I think).
Another potential option is that Adonalsium *was* sentient, and intentionally shattered itself to make it's power more difficult to acquire/unify. In this case it's possible that the Shardholders going to separate corners of the Cosmere was part of the plan, keeping the power of Adonalsium separated. The opposing force might not have been trying to destroy Adonalsium, but take it. But, because the Shardholders eventually ended up losing themselves to their Shardic natures, things didn't really stick to a plan and we ended up with the mess we have now.