Honestly, I'd take that tradeoff. A third much cheaper (pointswise) Heavy Support choice that's honestly more durable, and will be able to crunch most things (less a Knight or a fearless infantry blob) about as easily.
This is pretty much how I felt too. Nothing wrong with more skyfire / Phlegm bombs! Anyway, instead of starting a new thread I figured I'd put up a list for a game I'm playing against my loyalist brother scum. 3000 points and allowed 1 LoW.
Warlord: Lord of Change: lvl3 psyker, Staff of Change, extra great reward - 295
An'ggrath the Unbound: Fearsome, Daemonic Armour, Living Icon, Flight, Blood Frenzy, Rage of Khorne, Axe of Khorne - 888
Its fitting its in this colour, pretty much this guy has WS10 S10 and 7+D3Attacks on the charge, with any 6s to hit making extra attacks, plus hes a GMC with a 2+/4++, HQ and LoW option. He's my knight killer.
HoT: disk, lvl3 psyker, grimoire of true names - 150
HoS: Steed, Greater Etherblade, Beguilement, lvl2 psyker - 130
HoN: Balesword, Fecundity - 90
12 Horrors - 108
12 Horrors - 108
20 Bloodletters - 200
15 Plague Bearers - 135
20 Daemonettes: Alluress w/ Greater Etherblade - 205
5 Fiends of Slaanesh - 175
7xScreamers - 175
2x Soul Grinders: Phlegm Bombardment, DoT - 170 each
Totals 2999 points. This is the first Daemons list I've made (probably shows), but here's my ideas.
All Psykers on Malefic powers bar the HoS who tries to get invisibility. The Horrors are purely there to attempt to summon A) more Horrors, B) more Bloodletters and C) Bloodcrushers / Seekers / Flesh Hounds and just send them in. LoC pretty much same thing but hopefully will have scorched earth to cast as buffs on An'ggrath and his bloodletters. Not sure what the Nurgle guys will do (maybe hold an objective?) Soul Grinders sit back and blast air/marines.
The HoS outflanks with Daemonettes and hopefully, if luck is on my side (and the Dark Gods of course) the Fiends too. Something tells me he won't be expecting 6 fast movers in his deployment and 20 Daemonettes ready to wreck shit. HoS can leave the daemonettes once touched down and can join the Fiends hence why I gave the Daemonettes an Alluress and a GEB.
HoT on disk joins the Screamers for some support, he can buff with the Grimoire and hopefully raise some more Daemons to the cause.
Let me know. Cheers.