Yeah, the same way they made up that whole BS backstory to try and explain why the Dark Brotherhood was so pathetic in size in Skyrim. They have actually written themselves into a mess with the Shadowscale lore, with one book (entitled "Skyrim's Rule") in Skyrim implying that they are currently active (or at least active in recent years, anyway), yet with every Argonian NPC seemingly implying that the order fell apart about a century prior to the events of Skyrim (they use terms like "a lifetime ago" and "from the old histories," both of which imply longer than a mere twenty or thirty years).
And don't even get started with the origin stories regarding the formation of the Dark Brotherhood and the Night Mother herself. As a matter of fact, they have yet to explain why a Breton had been wandering across Tamriel claiming to be the Night Mother when the Night Mother has been revealed as a Dunmer in Oblivion, or how the Night Mother went from being a skeleton to a freakin' mummy. Yeah, DB lore really is a mess.
