The downside of Khorne is that Daemonettes are so much better than Bloodletters. Seriously, the bunch of attacks, rending, fleet and faster run move of Daemonettes for one less point than the AP3, higher S, and Furious Charge mean that Daemonettes will be tearing up house against Termis, Monstrous Creatures, whatever, while Bloodletters only kill Marines marginally better than their opposite number... and that's when they get the charge. I'd go Daemonettes any day of the week. Even Wednesday.
Other than that, though, Khorne tends to be more durable and outright brutal, versus the bucketloads of quick attacks that Slaaneshi daemons get. Compare a Seeker to a Flesh Hound--one has Rending and runs faster and has more attacks, but the other has an extra wound and toughness (and Scout, which gives the Outflank that Seekers already have, albeit without Acute Senses). A Bloodthirster has wings, power armor, and a nastier statline than a Keeper of Secrets (though costs significantly more and can't be a psyker).
Pavane is no longer a thing from the tacticas it used to be, really, since it's now a radically different psychic power rather than just the ability it used to be. It's still useful against single-wound opponents with no FNP or invuln if you can reliably get the enemy Leadership to be very, very low, but... I wouldn't rely on that.
What sphinx of plascrete and adamantium bashed open their skulls and ate up their brains and imagination? Imperator! Imperator!