Nyx Without Dagon

Rushing for a Dagon isn't all that bad, the thing is, you'll end up a 1-trick pony who can't do anything else but just to try and burst people down, good from early to the mid-game phase, bad call when it comes to late game. Also, it doesn't take a lot of brains for people to pop in Sentries making the famed Vend-Stun-Burn-Dagon easily counterable.

The job of a Nyx Assassin is to gank squishy carries so they will be kept on check and for that he needs his burst damage and a Dagon but level one of it is enough though so you can actually buy the things you've listed. We can't say that Dagon is necessary or not for him because it's a matter of personal opinion but it would make your job easier and will help you earn money faster for your preferred items late game. Plus an enemy escaping on the brink of death is annoying especially when you only need just a few more hits and Dagon will be that hit. Think of it as an INSURANCE, besides...your ultimate is not always up so you don't always have a burst damage.

I actualy like the idea of a dagon being core on Nyx. I mean, why is it taken for granted that PK's are core for initiation, but dagons is not core for gankers.

The difference is that the ganker needs the items sooner in the game, while its still laning phase. Initiators don't need their item till teamfights.