My personal theory is that Shalash is the Herald associated with one of the Soulcasting orders of the Radiants. More specifically, the Soulcasting order that used the same form as Shallan. We know that there's something magical about Shallan's drawings, and the way she transfers a Memory, which seems to have some paranormal significance the way she thinks about it, into her art. There's some kind of magic or power in these Memories and they go into her artwork, and I think it has to be tied to her form of Soulcasting. Maybe its storing power in the artwork or maybe its fueling certain mystical properties in the artwork...either way, I think the same thing happened with pictures or representations of Shalash or her various incarnations, like this Epani, Lady of Dreams. (Seems like it could be a fitting title for a Herald who Soulcasts and has possible ties to a magical art form as well). I think that all these statues or paintings of her were Memories of her that were put into art work by whatever you would call these Soulcasting artisans...and maybe this took some power away from her, or imprisoned some of her power amongst the representations of her, or maybe she had it done to store some of her power, like a safe for Stormlight or whatever fuels her particular power or brand of magic...a way to preserve it over the millennia. And either way, now that the final Desolation is on its way, she needs this power back, and so is systematically destroying representations of herself and recovering the Memories or pieces of herself or her power that are contained within the artwork.