Daisy didn't take Dressing Room, it didn't seem very useful to her since she can't easily wear clothes over her flowers.
(She notices Rebecca trying to work out more of how the color effects go, and takes a lump of crafting material for herself, to demonstrate on; that helps a bit, though not enough to suggest that it's Anything You Can Do, yet.)
It's easier to explain Sith with a bit of background first: In Daisy's world of origin, there's an... entity, sort of; it's generally described as being part of the world's physics, but it's sentient and opinionated, if not very smart. Very rarely - one in tens to hundreds of billions, varying a bit by species - someone will be born with the ability to detect and manipulate the part of physics that the Force is, and through it other parts of physics; these people are called Force-sensitives. By default they're luckier and more intuitive and stronger and longer lived and just generally better at things than non-sensitives, but there's nothing about them outside of the realm of what's theoretically possible for anyone else; with training they can learn to do more than that. In the part of the galaxy that she and her friends are from, Sith are the ones who have that kind of training. The way they use the Force is called the dark side; it involves using strong emotions to achieve more powerful effects, and a lot of their more powerful techniques are emotionally destabilizing. Sith culture also tends to be very violent and competitive and generally not good at all for the people in it. It's not voluntary, either; Sith are very good at finding untrained Force sensitives (a combination of luck effects and the fact that untrained sensitives are obvious to their senses at planetary distances) and are obligated by the Sith Emperor - the most powerful Sith - to either train them themselves or bring them to the Sith academy to be trained.
When Dusk was found, the Sith who found her decided to train her himself; she's very good at engineering, so he decided to keep her and protect her from other Sith so that she could make him money designing Sith-specific weapons, which is pretty close to the best-case scenario when someone is a Sith. And then at some point he changed his mind, and tried to kill her in a horribly drawn out way - Daisy was assigned to her when she unexpectedly survived the first round of it - which meant the only way she was going to live was to kill him; she managed it, but only by using the emotionally destabilizing techniques, so when she finally got out her self-control was wrecked. She's more or less recovered from that - it's been nearly a decade since she started working on it - but she was operating on the assumption that she was going to have to reintegrate into Sith society if she wanted to interact with society at all, and that very obviously wasn't going to be any good for her, so here they are instead.