Do those weird spren that Shallan sees exist in Shadesmar as well?
Could the difference be that in SA, Mistborn, and Warbreaker, all the magic systems involve people taking in some of the power of a shard, while Elatrians only channel the power of Aona, but do not actually hold on to it. They touch it once when they are transformed, but afterwards they can't hold it in their bodies like other magic users?