We already know that you can't travel to another shard without relinquishing your physical form (As far as we know, at least), so I'm thinking someone at the first shard needed to inform the Scions of something, but couldn't adequately explain things from a distance, so they instead opted to pry their minds away for a time (Thancred seems to get better at some point in 4.5 judging from the trailer, so I'd assume they'll all be back by the end of part 2 of the MSQ).

I'd assume that whatever spell or other aetherial shenanigans they're relying on isn't easy to pull off, which is why they're only nabbing a Scion or two each time.