Here's the thing: the average reader reading the average book deals with a lot of suspension of disbelief. My first read of the cosmere had me entirely miss most of the smaller stuff simply because I had that suspension. I could skip over not understanding everything, and still love everything that I read.
Now, once I discovered the cosmere, I began to realize that Brandon doesn't do things arbitrarily. You aren't expected to just accept things. This was a big realization for me. Suddenly I understood that there was so much more going on, and I realized just how much of a genius Brandon is.
Me, I don't mind the cosmere stuff in SA. There really isn't too much, IMO, if you look at it outside of a "hardcore fan" perspective.
Nightblood will be explained in Oathbringer (I read that somewhere). Vasher/Zahel too. Masked lady is specifically a SA character, even if she hails from outside. The focus is still on the story. It won't be a cosmere explosion until someone on screen starts explaining shards and adonalsium and what Hoid is actually doing.