He does have a limit, and he also doesn't keep all the Investiture he's stolen, but rather it leaks out and returns to its source (mostly, he keeps some of it), and as Thanatos said, he did have exposure to the entirety of all Investiture in the Spiritual Realm at one point towards the end of Oathbringer, and doesn't do much other than get really full. Someone asked once if Nightblood could eat the Dor and it was a no, which was added onto to say that Nightblood cannot eat an entire Shard at a time, much less all of them.