I think the other swans have the same Curse Curfew Rules as Odette. Nearly every "Swan Lake" I have seen, however, implies that they're all swans because, as you point out, otherwise why would Siegfried have to be told not to shoot them? A little dry ice (originally, steam? Doug or Mel?) might help here.
I think Siegfried is supposed to have his bow cocked to shoot and the Swans were hidden in the mists? Or he it is part of the confusion and magic of the moment. He expects to see swans, and readies for them. It's when Odette comes out and says, "No, these are my friends" that he puts down the bow. (I believe then the huntsmen came on, bows also cocked, and Siegfried has to stop them from shooting.) I have faith that this all once made perfect sense through the way it was performed, when everyone knew what he or she was doing. That tradition having been lost, perhaps what's going on now is partly that the dancers are trying to make sense of the action on their own without guidance (or having been told the story properly) and/or the stager has a different idea.
There's a school of thought that says that the second act has become swannier through the years, first after "The Dying Swan", then after various performers added flappier and flappier arms. Poll the audience, I'll bet most of them think they're all swans, not women. Bright 12-year-old