Out of sheer curiosity I added the total basic points costs (i.e. no upgrades of any kind) of all the models I have both finished and unfinished for both 40K and WHFB and quite frankly the results are pretty shocking. The models I have are as follows:
1x Lord of Change
1x Great Unclean One
1x Daemon Prince of Khorne (the only model where I had to include the Daemon of upgrade)
1x The Masque
1x The Changeling
1x Herald of Slaanesh
1x Herald of Nurgle
1x Herald of Tzeentch
3x Nurgling bases
1x Exalted Seeker Chariot of Slaanesh
1x Burning Chariot of Tzeentch
3x Plague Drones
The total points cost (remember that the only upgrade included is the Daemon of Khorne for the Daemon Prince) is 1725 for 40k and a staggering 2875 points for WHFB!! I'm not sure why this is the case (maybe someone else knows?) but it seems like they're creating an almost swarm army for 40k but a smaller army for WHFB. To me it would have made sense to have either one or the other across both games but as a very rookie player I guess maybe there's something the rule writers thought of that has escaped me. Though even as a newbie to the game I still think that a basic cost difference of 170 for a Lord of Change is a little steep especially when there are upgrades to add to that.
The way I see it a 1000 point force in 40k will have way more options than the same force in WHFB, not only from an upgrade perspective but also from a firepower point of view. A Lord of Change is a viable (but expensive) option for a smaller 40k army but is not even allowed in an army of less than 2000 points for WHFB and even then is still quite pricey (upgrades would cause this Daemon to take well over 500 points on its own).
Unless maybe the idea is that Daemons will be used primarily for larger games where a 5-600 point model can easily be absorbed by the army and if that model was lost in the battle then it wouldn't spell instant doom for the Daemons. The fluff tends to suggest to me that it's very uncommon for a small band of Daemons to be anywhere near a battlefield so maybe this is the writers way of encouraging Daemon players to think big?