I agree, but I also think that's the crux of it. She might have legitimately held the host/coin combo without any problem. But if you take something out of mortal hands that's specifically suppose to be in mortal hands I gotta think theirs some kinda backlash... This is perhaps a situation where Mab's own nature gets the better of her. When she held the WK it let the fetches come play... for the right reasons she can do the wrong thing.
Now we have two coins potentially out of mortal hands and the apocalypse is brewing, I find this a likely coincidence. Any other major force we've seen put on 'ice' or clay, that's not supposed to be has had major backlash. And oh look, now we have walkers just strolling around reality at will without any sort of host.
(If this sounds sarcastic or flippant, that isn't my intent): Are you suggesting that disrupting the Order of things—in this case by removing the Coins from mortal circulation with Lasciel's, Ursiel's, and Thorny's in the possession of Mab and Hades—that there will be backlash, and that the Walkers manifesting in our reality represents this backlash?
Also, yes, remember that Hades has both Lasciel and Ursiel; the Gensokwa was killed at the Ice Gate, and Harry didn't retrieve his Coin.
If I understand correctly, that's an interesting idea. I'm not sure how that would be explained if it's the case. Mac says there are three Walkers, and there are three Coins out of mortal hands now. This goes against the idea that Nemesis is He Who Walks Beside, of course, so maybe we'll see the third Walker come out to play soon.