And yes, their bodies still exist fully, as we see Leras, Ati and Vin's bodies appearing when they 'die'. I guess their bodies just cannot survive possession, or their minds are so 'expanded' that to re-enter a body restricts them so much as to be near-impossible.
I guess Leras's appearing as the mist spirit was easier for him than body-habitation, since he was just moulding mist into an appearance, rather than occupying a body. Though they may be able to 'posses' puppet-like? Maybe that would've taken more strength than he was able to muster. But why, then, would Vin would not have done similar? Would she have 'known' she couldn't survive it, or something?
Maybe their structural imprint/template gets stored in their vast memories, and when they perish it is pushed out into the world again?
I wonder what happened to the other shard-holder's bodies >.>