True, though Atium was being harvested and kept away from Ruin. Shardblades are, by admission, few and far between. It seems possible that Rayse would let some of his own destructive power circulate, if it increased the war and hatred on Roshar.
I am not suggesting that they are splinters of Odium's Shard in the way that Seons or Skaze are. We saw Atium, despite Ruin being unsplintered. The Shards have physical bodies that, as we have seen, are not really bodies at all.