Yeah, it makes no sense given how N'Zoth wanted the dagger to remain with him after the player character frees Xal'atath from it (with Xal leaving through the portal and the player character receives N'Zoth's "blessing" cutscene) to then having Nathanos have it as Azshara opens up the seas to start 8.2.
Chain of events happened to somehow give Azshara the dagger. I believe it was a false "good will" gesture to ensure Azshara would free N'Zoth. Perhaps she needed to believe that she could really kill N'Zoth by plunging the dagger into him, herself. That would ensure she did everything to she needed to free him... or N'Zoth knew that she needed to fight the champions of Azeroth to actually ensure he was freed.
So then Azshara is captured, still having the dagger. She is freed; dagger is given to the champions.
Seems like a weird, convoluted scheme N'Zoth concocted in order to 1.> get freed, and 2.> get stabbed. I do believe his plan all a long was to get freed and get stabbed.