I think I have a plausible explanation for why Odium hasn't been on Scadrial (to our knowledge at least). Brandon has said that Odium's goal is to be the only one at his power level, so he has to take out the other Shards to do that. For millenia, Ruin and Preservation were all but gone from Scadrial, with Leras's mind dead and Ati's trapped. They weren't going to be challenging him anytime soon. On the whole scale of the cosmere, this whole Harmony thing has only been going on for 341 years or so. Odium's in full on attack mode on Roshar, he won't be turning his attention to Scadrial so quickly.
You could make the argument that he should have destroyed Ruin and Preservation utterly while they were weak, but I disagree. If you're in a fight, do you go to kill the unconscious guy (Leras) or the guy who got the weapon knocked out of his hands (Ati)? No, you go for the ones still able to fight, and Devotion, Dominion, and Honor must have been first on his hit list, with the possible exception of other Shards that he's Splintered in unpublished Shardworlds.