I was reflecting on the Mishram content we got in this book, and I think I may have a fair idea of the most important reason Kelsier is so interested in her. There's also a juicy implication for what I'm expecting we'll get some of in the Ghostbloods trilogy.
During the False Desolation, Mishram took up a significant portion of Odium's power, and utilized it to grant forms of power to the singers. iirc this is because she drank from his perpendicularity, as we heard that Ishar did as well much later. I don't recall what was going on with Odium at this time, and why he wasn't acting alongside her, maybe he was just focused on the birthing of the everstorm that wouldn't arrive for a couple millenia. Either way, while Odium wasn't taking the fight to the humans, Mishram, frustrated by this, took up some of his power and took the reigns herself.
Kelsier's epilogue in TLM is very interesting as well, as we hear some of Kel's frustrations with Sazed and his lack of action and intervention. He hopes for there to be a resurgence of Mistborn and full feruchemists, and asks Sazed if the seed of Preservation is still present in the people. If it is, he doesn't understand why it can't be drawn out. Sazed's answer leaves Kelsier unsatisfied, and it seems clear that Kelsier intends to continue looking into this, just hopefully not in the same avenues as The Set.
I think Kelsier learned that a powerful spren of Odium managed to take up a portion of its power, in order to enact what it thought was right for it's people. And having learned this, he wants to know how it was done, because he wants to take up some of Harmony's power, so that he can extract the latent metalborn powers from people, just as Mishram granted the singers their latent forms of power.
So if we see Kelsier hunting down Harmony's perpendicularity in era 3, I think that is exactly what he is hoping to achieve, and will certainly provide ample juicy conflict between him and Sazed as the backdrop of era 3, because we certainly got hints of the way Odium was afraid of Mishram in WAT, and I would expect the same from our favorite Terrisman
I haven't taken time to find the appropriate quotes to accompany this theory, but I'm interested to hear what you all have to think about this!