Yo, my theory is that we will one day travel back in time as completed beings and become Azem.

Evidence: We have the same gender as Azem unlike Ardbert neccessarily who is always male, yet still a soul fragment of Azem's.

That means there is no reason for Azem to have our gender at all, since Ardbert would also share it if it was a requirement for shards to have the same gender as their originals.

Maybe Azem is us from a different timeline in which the Ascians succeeded in merging all the shards, so they traveled back in time and created the timeline we are now in.