There is something to this though, since dragons are said in legend to more commonly breathe fire, and rumors saying some could breathe frost, "while others are even said to effect time and summon storms". So it seems some do favor certain shouts. (Yes I know they do actually do those things) Why only a few, I don't know. Imagine how godly they'd be if they knew every shout. Maybe it's because it's a combination of specific words, not just knowing the words.
I know Yol Toor Shul, but I forget at times remembering that is Fire Inferno Sun. For more complex shouts, I'm sure it's a pain remembering hundreds or even dozens of word combinations in order, even if it is just three words. Then Miraak showed that not all are just three word combinations. So there's that. Maybe. Eh....
Meh, that still feels like a lame excuse, lol. We do know though that at the very least, dragons knew several or more shouts even in game:
https://www.youtube.com/watch?v=I0i4sO_b0jo