Pink Horrors generate their powers from the Change table only, and as such would get normal Psychic Focus without needing Chaos Psychic Focus. How do they get to skip rolling or gain powers from another discipline?
It's in the most recent (and I use that term loosely) GW errata for Demons: Any psyker or Brotherhood of Psyker model in the codex can take Daemonology on top of their usual powers.
As INTENDED, Horrors could take Daemonology and get the free Primaris.
As WRITTEN, they take Daemonology, get the free Primaris, and get the Change Primaris.