Oh! Um. I don't think they like being held like that. Something about getting your soul sucked out if you touch the hilt or the tassels?

[WOW RUBY THAT'S GRIM DON'T JUST DROP THAT WITH NO WARNING.]

Besides, they're the ones that do the fighting, not you! It just wants to do its own thing! I know it's really weird... it took a long time for me to get used to too.