Did you know that the first quest for the dark brotherhood 'a knife in the dark' is a contract by Claudius Arcadia who is in the imperial prison for conducting the black sacrament.
You can find this out by reading Claudius's journal, the last entry within his journal states 'Entry 3: It worked! Last night I was visited by someone, a representative from the Dark Brotherhood! The Night Mother heard my prayers! The money was exchanged, and the man promised me I would have satisfaction. I don't know where he's hiding, and neither does the Dark Brotherhood, but as soon as he's located, Rufio will die!'
the reason isnt stated with in the journal however when talking to Rufio If you accuse him of having done something to deserve death, Rufio makes the following comment: "No! Please! I didn't mean to do it, you understand me? She struggled! I... I told her to just stay still, but she wouldn't listen! I had no choice!" giving a hint that he harmed ( or worse ) Claudius's daughter or wive!
Sources:
http://www.uesp.net/wiki/Oblivion:Claudius_Arcadia, http://www.uesp.net/wiki/Oblivion:Claudius_Arcadia, http://www.uesp.net/wiki/Oblivion:Rufio