1.they were killed simultaneously(shadow war's basically the Jedi did something similar when they were trying to figure out who was Darth Sidious)
2.the Blades were a threat to the Dominion's plans(in Episode III Palpatine consider the Jedi a threat to HIS plans while he was just one man he had his army to protect him and carry out orders to the letter)
3. Sky Haven Temple is their base of operations in Star Wars the JEDI TEMPLE was their base of operations even though it's off by two words it is something to think about(when you look inside the temple it seems barren and in Episode III the JEDI TEMPLE was also in a similar state minus the bodies)
4.The fact that the blades have a library containing a lot of knowledge was in fact destroyed when the Dominion invaded now when the 501st legion attack the Jedi temple in Episode III they destroyed the temple's library to make sure that kind of knowledge never sees the light of day
if i left anything out plz let me know