Foreshadow the final battle and the need for all four to be used
It depends entirely on the nature of the artifacts, the battle, and so on, to determine how best to do this, but prophecy usually works pretty well. Introduce the idea of four heroes, each with a mighty artifact, as part of the prophecy, and (in vague, poetic terms) describe them being used in unison against the foe.
Or have appropriately wise NPCs observe that the artifacts work well together, and other NPCs speculate on the heroes’ being “destined” to use each, and so on.
But draw it out; leave it be for a while, maybe drop cryptic hints here and there, only getting clearer as the battle approaches. After all, they’re having fun as-is for now, so that’s fine. You have some time for them to get the “proper” idea.
Consider having the artifacts “grow” in ways specific to the characters
Have them maybe respond to a move or spell used by the character the artifact “should” go with, or proximity to that person and their faith/patron/whatever their power source is, or whatever. Have the artifact develop features—minor, probably, but there—that will only work for that person (or at least a member of that person’s class/race/whatever). It will make the “this will work better for you than for me” a stronger case.
Again, draw this out, don’t do it immediately, and don’t be heavy-handed about it.
Plan for how things are going to go if they just don’t listen
You have a battle in mind, where you expect that these artifacts will be used in conjunction. Think about what it means if someone has none of them, and another has more than one: will the one without be able to survive on the battlefield at all? If so, will they be able to contribute at all? Will the one with more than one be able to apply both during the battle, even inefficiently? And if the answer to any of these questions is just a hard no, will there be opportunity to realize that, and transfer the artifact to the appropriate person?
The answers to at least some of these should be “yes.” The players may well end up doing something you consider obtuse, for reasons that seem good to them, and you shouldn’t bank too hard on them not doing so.
You suggest and incentivize the appropriate distribution, but in a way that isn’t pushy or railroading: it fits within the narrative of the game, and allows the characters to come to their own conclusions. And then you prepare for the possibility that those conclusions aren’t the ones you’d hoped for.
And that should maximize the chances of you having the final battle go the way you are aiming for.