Something that is important to keep in mind is that since the Warp is a dimension based on emotion instead of math, Chaos exists in a state of multiplicity. Warp entities are, essentially, allowed to contradict their own existence many times over. Khorne is literally a giant bloodthirster who sits on a throne of skulls in a sea of blood in the warp, but at the same time he can also exclusively be the collective rage at the heart of all human beings with no will of his own, as well as also exclusively being a formless god of rage who bestows power upon his aspirants. Slaaneesh is a sea of dicks, but for some Slaaneesh is ultimate waifu. This is not some "taking the form you want to see most" bullshit, in these cases they're literally what they're being perceived as. Sometimes they're all long dead, sometimes they never existed, sometimes (most of the time) Slaaneesh extends backwards past hir birth into the past. It makes sense in the same way you can both love and hate the same person at the same time, and those are the laws of its existence.
With that in mind, the idea of "Khorne once cared for honor but now cares not from where the blood flows" is not accurate. You can interact with Khorne in that way, and some do (I believe Black Crusade had an example character in that vein). Another element to consider is that daemons are the same way as the gods, but upon manifesting they have to at least try to pretend they're obeying the laws of physics, hence the limitations they face and why they tend to vanish sooner rather than later.
For that matter, despite what the Imperium tells you there are three states of daemonic possession. Daemon controlling host is almost universally common, but sometimes humans are surprising bastards, and this results in one of the other two cases. The first and by far second most common is expulsion, get this weak shit the fuck out of my soul. Depending upon your current canon this is said to have the effect of making you really difficult to be corrupted by chaos, not that someone that adamantium-willed would have been an easy target to begin with. The third and perhaps most shocking type is host controls daemon (talk about Not As Planned). Want to shoot lighting but wasn't born a psyker? This is the way to do it. Warning: Daemons really hate it when impudent mortals eat them. Eating daemons will still corrupt you, albeit in a far more badass way.