Its a commonly known fact alot of the brotherhood is insane. Litterally sociopathic and religiously zealous in their faith to their dark god. So I thought "What if one of them was SO DEEP into her faith, the only one she would speak with is Sithis himself? She does this by stabbing her victims close range and speaking words of love and admiration to her Father as they're dieing, because she knows the soul of those killed by the Dark Brotherhood are absorbed by Sithis, and her words of love to him would reach him through the kill. Thats why she uses a dagger, up close, point blank kills only. So she can drag it out to speak to him a little longer"its so deliciously psychotic, I just love it.