She probably changed them out of spite. One of the books says that now their ashen skin and red eyes would remind everyone of ghouls.
Isn't that just what the Tribunal says? I would take anything they say in the matter with a grain of salt. For all we know, the Tribunal could have changed the Chimer themselves (I mean, doesn't Sotha explain how it really is i blessing?) and then blamed Azura, so they would only be associated with the good parts of this "curse".
Oh, I found myself a http://www.imperial-library.info/mwbooks/battle_redmountain.shtml!
The Dunmer were at first afraid of their new faces, but Sotha Sil spoke to them, saying that it was not a curse but a blessing, a sign of their changed natures, and sign of the special favor they might enjoy as New Mer, no longer barbarians trembling before ghosts and spirits, but civilized mer, speaking directly to their immortal friends and patrons, the three faces of the Tribunal. And we were all inspired by Sotha Sil's speech and vision, and took heart.