All daemons are to purge, for they hide away from His light, mercy for them is chimera.
The use of daemonhosts is strictly forbidden by the ordo malleus, and anyone who uses them is marked hereticus, and hence an enemy to be destroyed, but for some the desire to control that sort of power is to overwhelming
Their powers obviously vary on their rank and which god they were alligned with prior to their capture, although that isn't represented in game, with them just having generic hosts, they have unique powers to them but they are very random, like a teleport and healing ability, the game rules are availible as a free pdf on GWs website if you want to see them