Weapon Type Discussion

Different attack animation chains and base damage. Dual-bladed daggers hit in a small AoE arc as opposed to the precise, stabby manner of regular daggers. IIRC, dagger attack animations only depend on the type of dagger in the main hand.

Mauls use an overhead swing for high single-target damage (good for the Avvar, since he spends most of his time casting spells like the mage he is). Greatswords/axes have that nice, sweeping AoE damage. 1-handed animations are kind of similar to each other. I'd recommend trying each type to get a real idea of the differences. Same goes for all weapons, to be honest.

Can safely say I haven't used an axe, mace or maul since my Hakkons dropped, though.

My friend who plays perilous all the time told me the maul has some hidden armor/shield penetration factor... Is that true?

Maybe your friend does those mock battle with armors?  It is true that blunt weapons do more damage to heavy armor and the person behind it.