Just checked, and you are totally right about this problem with the shields box, we should be packing three extra left arms into shields box!
I also noticed a bit of a similar problem with the halberds box.
The command package has 3 left hands but only 2 right hands. Since the halberds are attached to the left/right hands, there's nothing for the right hand of the third command model to do.
It's not a big deal for me since I will have plenty of leftover right-hand handweapons, but if someone just got the Halberds box, it could be a problem.
Or am I supposed to model the banner using a hand from the normal halberds? That seems a bit too awkward and fragile.