If this is still up I have some drawbacks in mind, thanks to suggestions from Sin ect. Pretty much similar to the Burning Legion when you think about it.
Traitor's Hands: Even in the Black Legion, from the mightiest Traitor Marines to the lowest cultists, there are grudges and competing ambitions that see to it that the hordes of the Black Circle can make a fractious force when not presented with a greater enemy. Forces not engaged in combat may begin to infight.
Purge the Heretics: Massive diplomatic penalties with all Non-Demonic, Fractal, Abyssal, Elemental, Fiendish factions.
Bane of Daemons: Certain powers, weapons, and abilities are incredibly effective against aspects of the Legions of Chaos summoned daemons and weapons.