No it does not have to be a part of your primary detachment. However an allied detachment does not contain a LOW slot. If you wanted to take a Baneblade with Deamons, you would have to take a Deamons Combined arms detachment (which would be your primary) and an IG Combined arms detachment (or other detachment that Deamons or IG can take bar allied detachment as its the only one without a LOW slot).