In fact, Roy had thought about this when Kil'jaeden asked the dreadlords to take out Frostmourne and prepare to create the Lich King Ner'zhul.
Just like how it was impossible for the same person to exist at the same time, which was a time paradox, it should also be impossible for the same item to exist.
Although Frostmourne had been reforged, it was still based on Roy's Frostmourne. In essence, it was still his Frostmourne. So at the time, he had thought about what would happen if he took the original Frostmourne out of the system space.
Roy had guessed that there might be spacetime interference between these two Frostmourne, causing one of them to disappear.
Thus, he didn't rashly take out Frostmourne and instead continued to leave it in the system space. The system space had the effect of isolating spacetime and wouldn't be disturbed by the current timeline.
