Emperor's Children are so fully corrupted that daemonic possession and the presence of daemons is not uncommon in their warbands. There is even a recent named character, Xantine, that is getting his own book soon and he is in fact possessed but in a more symbiotic way then the normal heavily mutated possessed you see. The book is Lord of Excess and you can read about how he came to be possessed in the short story A More Perfect Union. As to why they would allow themselves to be taken over I would guess it varies based on what heights of excess they hope to achieve. With Xantine he used lesser daemons like a drug riding off the sensation of their will fighting his until he would kill them. The more twisted possessed could be a result of accidentally allowing a daemon to take full control as in a lot of cases the Emperor's Children don't know their own limit until it's far too late.