In addition to the obvious (which would make Vect something of a pervert even by Dark Eldar standards, what with humans being considered little better than animals to the eldar), it could be to degrade and hurt her further. Torture isn't all physical. Forcing a pious battle-nun into a skimpy outfit and making her watch the hated xenos kill and enslave the loyal subjects of the Imperium might help to break her faith (which is a little amusement to someone/thing like Vect). She's probably also a valuable slave, so a status symbol. Or combinations thereof.
A forum community dedicated to Warhammer, Warhammer 40K enthusiasts. Come join the discussion about Warhammer and Wargaming collections, miniatures, tactics, terrain, reviews, accessories, history, displays, models, styles, scales, reviews, accessories, classifieds, and more!