Ilsandra was finished with others. In her mind, no one would help her - and they hadn't understood the pain and agony she went to sleep with, and woke up to. Every single day her soul felt like it was ripped apart one shred at a time.
The only way to relieve it was to go back to Dagon and just have him kill her. There was no other reason to live if she couldn't be with him. It must have been why Azrael never told or taunted her about Dagon; he knew she would have stopped at nothing to free him.
...and he was correct.
This time when she approached his stronghold, she did so boldly and without fear. Death was welcomed, and she just hoped he made it swift, and that he could look her in the eye as he struck her down.