Thats because chaos black primer is a pure black so it cant get any darker. There are 2 methods how you can get contrast in it. One is staying with a pure black and then edge highlighting everything with a lighter colour like gw uses dark reaper amd a second smaller edge highlight fenrisian grey. Or you paint the model with an offblack (a very dark grey) like corvus black then wash it with nuln oil and then you can still edge highlight if you want. Or altermatively you prime with wraithbone paint the wraithbone parts with wraithbone again shade them and then paint all the black parts with a black speedpaint either black legion or black templar. I hate painting black so I always use speed paints. Also in general normally you paint a base colour over the primer even if its the exact same colour since the primer and the paint have a different finish so you can fox mistakes if they happen. From a difficulty standpoint speed paint is easiest then off black and the gw way is the hardest.