I wouldn't be at all surprised to learn that the Heralds were extremely powerful.
My personal theory is that Jezrien is evil. At the San Diego book signing, someone asked "Isn't it odd that Kalak describes the fighting as 'extremely fierce', but only one herald died?"
Brandon's answer was "Yes. There's definitely more going on there than meets the eye, but you'll have to read and find out."
This, combined with the arrogant tone he used for Jezrien's lines in his reading at the signing, make me guess is that Jezrien brokered some kind of deal with Odium to let him (and eight of the other heralds) off the hook.