For the purposes of this question, let us define a quantum integrable model as one solvable by the Bethe Ansatz. That structure endows the model with a set of conserved charges $\{H^{(n)}\}$ whose number is extensive in the system size $N$. My question is about how local are these charges.
Working in the thermodynamic limit $N \to \infty$, let us say that an operator $O$ is local if it is supported on an $\mathcal{O}(1)$ number of sites, and that it is quasilocal if its support decays sufficiently quickly with distance (say faster than $1/r^{d}$ in $d$ dimensions). We might also reasonably apply this terminology to an operator which can be written as a sum of terms with these support properties.
My question was prompted by reading this paper. There the authors study the spin-$\frac{1}{2}$ Heisenberg chain
$$H = \dfrac{J}{4} \sum_{j=1}^{N} \left[\sigma_{j}^{x} \sigma_{j+1}^{x} + \sigma_{j}^{y} \sigma_{j+1}^{y} + \Delta (\sigma_{j}^{z} \sigma_{j+1}^{z} -1) \right],$$
where $J>0$, $\sigma_{j}^{\alpha}$, $\alpha=x,y,z$ are the Pauli matrices, and they consider the regime $\Delta \geq 1$.
At the bottom of p2, the authors identify an infinite set of conserved charges $\{H^{(n)}\}$, which they dub ultra-local. They justify this terminology with the sentence
These charges are ultra-local in the sense that they can be written as $H^{(m)} = \sum_{j=1}^{N} h_{j}^{(m)}$, where the operators $h_{j}^{(m)}$ act nontrivially on a block of at most $m$ sites adjacent to $j$.
Here is where I am confused. If I understand correctly, the index $m$ can be extensive in the system size $N$, so the operators $h_{j}^{(m)}$ could in principle have $\mathcal{O}(N)$ support. If we assume the definition of locality I gave above, which seems fairly reasonable, how then can the authors call these conserved charges ultra-local?