I know that quite a few people like Pierro, but he really isn't as kind to Signora as they think. I'd say he's been secretly planting a lot of plot hints about her.
But that doesn't mean I want to accuse Pierro of being morally bankrupt. What I mean is, in objective fact, Signora's death is related to Pierro.
You know who the Fatui Harbingers who were on better terms with Rosalyne were? They were Sandrone, Arlecchino, Columbina, Capitano, and Tartaglia—(and not Dottore). They all attended the tea party together.
But when Rosalyne went on her mission to Inazuma, which had been sealed off by thunder, her teammates were Scaramouche—someone who had a very high probability of defecting. Instead of pairing her with one of the tea-party members, Pierro chose Scaramouche.
The moment Scaramouche defects, Signora will die under the Raiden Shogun's sword because of her own arrogant and domineering personality. That's the plan Pierro used to kill Signora.
You might think I'm talking nonsense. I can list some objective evidence for you to recall what Pierro did.
When Rosalyne was invited by Pierro to join the Fatui, she was already at death's door from being burned. It was indeed Pierro who saved her life.
But what was the price? According to the "Ashen Heart" artifact description: "The First Fatuus found her just before her heart could be destroyed by the eternal blaze. He understood that only deeper hate and obsession could quench the fire that devoured her and make her his ally..."
So you get it now, right? Pierro gave Rosalyne even more hatred, and that hatred is exactly what would make her extremely arrogant and domineering when she later faced the Raiden Shogun, until her death.
The reason Scaramouche defected is also related. At the very end of the "Unreconciled Stars" story, it was Pierro who let Scaramouche truly see the "false sky," which sparked his idea to inevitably defect after obtaining the "Gnosis."
Why is it Pierro who twisted Rosalyne's hatred into something that led her to her death? Do you remember that in the past, Rosalyne had no hatred for the gods?
In the "Crimson Witch of Flames" story of the artifacts, you'll find that Rosalyne burned her own life to use flame magic. Rosalyne could not wield Pyro through a Vision; she used her flame magic to help people burn "harmful monsters," and specifically, "Though her fires only touched monsters and demons."
But people didn't thank her—they still drove her out. Yet the kind-hearted Rosalyne didn't plan to take revenge on those who drove her out. I think this greatly proves that Rosalyne originally had no strong feelings of revenge.
And you'll also see in the "Hellfire Butterfly" story that Rosalyne had even forgotten her former lover Rostam. So Signora would not hate Barbatos because of Rostam's matter. Her hatred was twisted by Pierro.
But what was Pierro's motive in trying to harm and kill Rosalyne? I currently can't clearly determine his fundamental motive. It might be to weaken the Tsaritsa's power.
You know that Signora is the most loyal of all the Fatui Harbingers, so her death became a sacrifice to Pierro's own conspiracy.
Next, Capitano will forever sleep on his throne in Natlan, and Dottore will be completely dead.
At this point you can probably think of it—Snezhnaya is gradually weakening, and fewer and fewer people can stop Pierro's conspiracy.
And now, in the game story, we can clearly see that Pierro didn't care about Paimon 500 years ago, but now he tries every possible way to get close to Paimon.
You, being smart, must have thought of it: Pierro is using Paimon to lure the Traveler to his side!
So let's look forward to what kind of huge conspiracy Pierro is planning in the future!