Seems like the DM didn't play to its strengths...

I've been running a game for a group that is now rank 6 including a dreadnought. Their two toughest fights have been against a Keeper of Secrets and a slightly improved Demon Prince (It had a mark of Nurgle, iirc).

The fight against the Keeper of Secrets was utterly brutal- the assault marine died and BOTH his arms were cut off, the librarian had his leg cut off and died, the tac marine was mentally dominated [i gave the KoS one psychic power] and shot the techmarine with his lascannon, and the apothecary ran like hell with his brothers' geneseeds...the group survived but they all ended up corrupted...the poor librarian after burning a fate point was still down one leg and earned 27 corruption for his troubles. The Keeper of Secrets was taken down to about half health.

I know that's the opposite extreme, but if you're talking *greater demons*, even space marines should be wary of them.

At least they killed the demon prince, though the assault marine lost his arm again...and had it eaten by a khorne beserker after it hit him a few times with it.