Casting the fact that Daemons have very little of their human side to them. Lorgar is much content writing scrolls for the Chaos Gods and meditating. It is very possible that through his meditation, his soul is somewhere else.
If any of the Daemon Princes put on the Primarch Yolk again, they would have to face their mortal failures again. Both due to the fact they lost the war against the Emperor, and the fact that their legions are ruined shadows of their great conquests.