More details on the faction can be read in Rosery of Azura (Book).

Motivations (Main Storyline):

Whether or not Azura relays all of her secrets to her closest followers is not known. However, it is doubtful. Possibly they know more than most, but daedra are secretive and most Lords of Misrule hide their true spheres from mortals. Let it be known that the Rosery is the face of Azura in the Isles and possibly in Tamriel, but Azura is the neck and head, and will turn her faithful where she wills or close their eyes. The Rosery’s stance on Aesmandroth’s treachery is simple: he is an enemy of their Lord. Therefore he is a Demon, not fit to be honored among the Daedric Lords or even the Lesser Daedra.