@Richman Perhaps he feels that a sword shows off his skills as an assassin. Knives are easier to hide, but swords are harder, so if he can hide a sword, then he is superior to those that can only hide knives. (It would also give him a range advantage against the assassins of the "enemy" in a fight, or make them have to throw their knives, which, if he thinks he can dodge/block them, leaves his opponent unarmed.)
Mainly, though, it is probably because he thinks swords look cooler than knives, and he doesn't care if others think knives are more suitable for assassins, since his assassin persona is in spite of people thinking it unsuitable in the first place.