In the first Highlander movie, we see the Kurgan in a hotel room assembling his sword. It was a bunch of segments that fit neatly together like something you would buy at an IKEA for weapons (IKILLYA?). Even the blade came in multiple segments.
From what I understand, a blade needs to have a certain amount of give. Like a highway, it needs to be able to deal with a certain level of fluctuation and bending, otherwise it would just break when meeting substantial resistance. Now the reason why highways are not made of interlocking segments is because the bending and fluctuation would not all happen in the same direction and the segments would push against each other resulting in warping and deformation. We can expect the same problem from a sword that has a segmented blade.
I am aware of other segmented blades in fiction (Ivy's sword in SoulCalibur and Renji's Zanpakutto in Bleach), but those are less swords and more bladed whips. The Kurgan's sword operates purely as a standard bastard sword, so how does his blade not break on impact?