When 47 finds Victoria after shooting Diana Burnwood, Victoria says "Diana's dead isn't she?" 47 changes the subject to leaving the building. Because Diana isn't actually dead. It also explains why he's having so many flashbacks to the event because he's not sure he did the right thing helping her fake her death.
Absolution's title refers to 47's character arc in the game. He had tried to abandon the path of violence but failed due to his programming, training, the fact he killed so many people, the circumstances he was forced to go through, and his own sense of fatalism. Victoria is similar, but she hasn't gone through the above so she can still be saved. His "absolution" as it were is basically saving Victoria from becoming like him, and ensuring that another weapon like him isn't unleashed on the world.
Why are the police so invested in chasing Agent 47 despite the fact he's only "guilty" of killing one woman in Absolution? Because they also think he's burned down the hotel with god knows how many guests inside. That and the fact he's potentially made fools of/killed who knows how many police officers.
While probably just Rule of Cool, the Saints dressing like S&M nuns is actually very good for rattling Agent 47 given he's got severe issues related to both the Catholic Church as well as sexuality.
It's actually their signature style, though, since we see their leader in the outfit before she gets the mission to kill 47, so it may simply be their boss is crazy.
A bit of Meta commentary, Diana says that the Agency used to have honor as one of the reasons for betraying them. In the previous games, you failed the game if you killed innocents and the targets were all complete scumbags. Now, it just affects your score in a minor fashion while the targets could be anyone.
Blake Dexter recognising 47 as "The Hitman" seems like just a Contrived Coincidence that a hick like him would know of 47's reputation just by him turning up. If you've played the Sniper Challenge, you realise that Blake was the client for that job. He knows that the ICA has had an operative in Chicago recently and, given how it was probably canonically an extremely clean hit, he put two and two together.
Wade dies exclaiming "I got wood!" Since he is most certainly a very sick fuck, most will chalk this up as him being Too Kinky to Torture. However, players with any kind of medical training will recognize it as priapism, an erection caused by trauma to the nervous system. So no, he's actually not getting off on his own death. He is, in fact, in even more agony than you thought, which is karmic as all hell.
During the strip club mission, one of the strippers in the dressing room can be overheard terrified that she's being asked to go to Hawaii. If you listen to the conversation outside between the bouncers and the cop, the cop claims they discovered a girl from the club brutally raped and murdered...with a postcard from Hawaii.
Worse you can also find a room, with nothing but a camera, a chair with duct tape on it and a big background with palms and beaches on it.
In the same area you can even find the dead body of one such woman hidden up in the ceiling and throw it down to distract/scare the crap out of the Police Officers guarding the exit to the area.
Lenny's gang mostly come across as harmless villains since they're a bunch of small-town greaser hicks that are way out of their league. You can find a whiteboard in the convenience store showing their plan for ransoming Victoria and it's amusingly inept, until you notice the small writing in the middle that says "LOL do her". If you listen in on Tyler's phone call, he also threatens to sell Victoria to a brothel.
Lenny's speech and actions of a person who is, perhaps, mentally twelve-years-old. It's entirely possible that he's got a developmental disorder, which would go a long way to explaining his behavior. It makes 47's execution, or leaving him to die of thirst, a lot less (anti)heroic.
