To follow up on the above post, we have a triangle of Intent-Command-Investiture.
Ado had all three (4 Commands, 16 intents (the could have been any 16)and close to infinite Investiture).
What shattered, the 16 got the intent and investiture (scaled down) but didn't take the Commands, either due to an agreement not to repeat whatever Ado did that they didn't like or just because they were 16 and there were only 4 Commands.
So shards can use investiture, but in a limited fashion - derived from the their intent, without the versatility Commands provide.
Maybe that is why Odium didn't take the Command on Ashyn - Rayse was bound by a deal. If that's true - what is that thing that wants the Commands? I say Trell (or who ever it is that corrupts investiture throughout the Cosmere) - a god like entity that is not bound by any shattering agreement