More importantly, the Sisters are very focused on martyrdom-- and being interred in a dreadnought sort of defeats that purpose. You can't very well die for the Emperor if you're functionally immortal. I'm sure if the Sisters *wanted* dreadnoughts, they could have them. There's no decree from the Emperor standing from the Heresy regarding who can have them the way there is about Land Raiders. Guardsmen aren't worthy; and while there are undeniably Sisters who are (individual Battle Sisters occasionally end up as saints... not even ranking officers, just...Battle Sisters.), it just doesn't seem like their cuppa.
If you modelled a Sisters dreadnought and made it look super holy, like a living saint was interred within, then it'd work. However, it's not something you'd have more than one of, and it'd be far too valuable to bring to anything short of a titanic Apocalypse game. But then, you could count it as a Space Marine Venerable Dreadnought. An old, extremely experienced Space Marine probably would have a comparable effect as having a beatified canoness whose faith is just THAT overpowering in the thing.
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