They also claim that the daedra they worship are "good," yet I don't understand how they can think this. Boethiah, for example. She is one of the daedric princes they consider to be good, yet nothing we've ever seen from her suggests this.
They also worship Almalexia. If I'm not mistaken, she played a role in trying to gain immortality, and is responsible for their current appearance. Why would they worship someone who willingly broke an oath they took, leaving them forever altered?
Any explanations that could help me make sense of the general beliefs held by the Dunmer of Morrowind would be greatly appreciated.