I've always imagined Dunmer as a mage assassin type of race so I was thinking of making a Dunmer assassin who uses bound weapons. To my surprise they have never had a racial bonus in conjuration which to me suggests that it is therefore not a major aspect of their culture & society. It seems that Conjuration is something more common within the Altmer & Bretons societies.

From Morrowind i remember the Dunmer worshipping ancestor spirits but then I am guessing that this is nothing to do with conjuration. Can anyone enlighten me as to what or if they have any thoughts on conjuration and would a traditional Dunmer assassin steer towards using a bound dagger and bow?

I've never thought of the Dunmer as an "assassin race". they usually have warrior skills plus Destruction, I think. So among the elves, they are the hybrid. i.e.:
orcs-warrior
altmer-mage
bosmer-sneaky
dunmer-battlemage